+10.4%
SLB vs USAR
+74.0%
-63.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | +0.8% | -2.1% | +2.9% | +0.9% |
| 30D | +15.8% | +2.6% | +13.2% | +15.8% |
| 3M | -0.3% | -35.0% | +34.7% | 0.0% |
| 6M | +21.3% | -6.9% | +28.2% | +21.3% |
| YTD | +52.3% | +48.0% | +4.3% | +53.0% |
| 1Y | +63.6% | +24.8% | +38.8% | +64.6% |
| 3Y | +3.8% | +73.2% | -69.5% | +18.1% |
| All | +10.4% | +74.0% | -63.6% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling