-1.4%
SLB vs USB
+94.5%
-95.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -2.1% |
| 7D | -4.1% | +2.4% | -6.5% | -5.3% |
| 30D | +2.5% | +6.6% | -4.0% | -1.0% |
| 3M | +2.0% | -4.1% | +6.1% | +4.0% |
| 6M | -6.3% | +12.5% | -18.8% | -12.8% |
| YTD | +36.5% | +17.6% | +18.9% | +23.4% |
| 1Y | +46.2% | +36.5% | +9.7% | +21.7% |
| All | -1.4% | +94.5% | -95.9% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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