-3.3%
SLB vs URA
-53.7%
+50.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.3% | +1.5% | -1.6% |
| 7D | -7.7% | -13.3% | +5.5% | -2.3% |
| 30D | -0.7% | -25.9% | +25.2% | +12.0% |
| 3M | 0.0% | -27.8% | +27.7% | +13.0% |
| 6M | -10.4% | -42.8% | +32.4% | +9.9% |
| YTD | +31.5% | -27.5% | +59.0% | +42.5% |
| 1Y | +39.1% | -35.1% | +74.3% | +56.9% |
| 3Y | -5.7% | +31.1% | -36.8% | -29.7% |
| 5Y | +65.4% | +29.8% | +35.7% | +17.9% |
| 10Y | -15.6% | +265.1% | -280.7% | -67.3% |
| All | -3.3% | -53.7% | +50.4% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling