+3.4%
SLB vs USAR
-20.4%
+23.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.5% |
| 7D | +3.5% | -0.8% | +4.3% | +3.5% |
| 30D | +6.5% | -20.9% | +27.4% | +6.8% |
| 3M | -0.2% | -56.2% | +55.9% | +0.6% |
| 6M | -5.7% | -67.9% | +62.2% | -4.6% |
| YTD | +36.8% | -31.4% | +68.3% | +38.6% |
| 1Y | +45.8% | -45.1% | +90.8% | +47.4% |
| 3Y | +3.4% | -20.3% | +23.7% | -1.6% |
| All | +3.4% | -20.4% | +23.7% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling