-3.3%
SLB vs USAR
-13.4%
+10.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.6% | +0.8% |
| 7D | -3.7% | -1.1% | -2.6% | -3.7% |
| 30D | +2.9% | -30.3% | +33.2% | +3.3% |
| 3M | +0.2% | -54.7% | +54.9% | +1.0% |
| 6M | -4.4% | -67.5% | +63.1% | -3.4% |
| YTD | +33.4% | -26.4% | +59.8% | +35.0% |
| 1Y | +40.8% | -49.5% | +90.3% | +41.8% |
| 3Y | +3.2% | -14.5% | +17.6% | +15.3% |
| All | -3.3% | -13.4% | +10.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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