-4.5%
SLB vs URA
+36.0%
-40.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.2% |
| 7D | -7.1% | -4.1% | -3.0% | -6.4% |
| 30D | +4.1% | -19.0% | +23.1% | +7.8% |
| 3M | -2.6% | -25.1% | +22.5% | +1.9% |
| 6M | -8.6% | -44.5% | +35.9% | +0.7% |
| YTD | +32.2% | -24.3% | +56.5% | +36.5% |
| 1Y | +40.7% | -28.1% | +68.8% | +46.2% |
| 3Y | -4.5% | +40.7% | -45.2% | -20.3% |
| All | -4.5% | +36.0% | -40.5% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling