-3.1%
SLB vs URA
+356.0%
-359.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +0.8% | +1.1% | -0.2% | +0.4% |
| 30D | +15.8% | +7.4% | +8.4% | +12.0% |
| 3M | -0.3% | -8.4% | +8.0% | +1.8% |
| 6M | +21.3% | -12.7% | +34.1% | +24.6% |
| YTD | +52.3% | +7.8% | +44.5% | +41.2% |
| 1Y | +63.6% | +19.5% | +44.2% | +40.6% |
| 3Y | +3.8% | +116.4% | -112.7% | -38.4% |
| 5Y | +128.6% | +134.3% | -5.6% | +20.4% |
| All | -3.1% | +356.0% | -359.1% | -68.5% |
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