-4.2%
SLB vs USAR
-18.7%
+14.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.8% | -10.3% | +0.4% |
| 7D | -7.1% | -14.5% | +7.4% | -6.9% |
| 30D | +4.1% | -37.8% | +41.9% | +4.6% |
| 3M | -2.6% | -52.8% | +50.1% | -1.9% |
| 6M | -8.6% | -71.2% | +62.7% | -7.4% |
| YTD | +32.2% | -30.9% | +63.1% | +33.9% |
| 1Y | +40.7% | -48.0% | +88.7% | +42.1% |
| 3Y | -4.5% | -19.7% | +15.2% | +6.8% |
| All | -4.2% | -18.7% | +14.5% | +13.1% |
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