-14.4%
SLB vs URA
+272.2%
-286.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +1.4% |
| 7D | +2.6% | +4.5% | -1.9% | +0.6% |
| 30D | +4.4% | -13.4% | +17.8% | +10.0% |
| 3M | -2.7% | -28.4% | +25.7% | +9.7% |
| 6M | -7.5% | -40.5% | +32.9% | +10.9% |
| YTD | +34.8% | -24.3% | +59.1% | +42.6% |
| 1Y | +44.6% | -28.8% | +73.4% | +56.0% |
| 3Y | +3.2% | +37.6% | -34.4% | -25.9% |
| 5Y | +73.6% | +30.7% | +42.9% | +21.5% |
| All | -14.4% | +272.2% | -286.6% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling