+159.6%
SLB vs VO
+797.8%
-638.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -7.1% | -2.6% | -4.6% | -4.3% |
| 30D | +4.1% | -0.9% | +5.0% | +5.1% |
| 3M | -2.6% | -3.0% | +0.4% | +0.7% |
| 6M | -8.6% | +2.2% | -10.8% | -11.1% |
| YTD | +32.2% | +10.6% | +21.6% | +17.4% |
| 1Y | +40.7% | +12.5% | +28.1% | +22.4% |
| 3Y | -4.5% | +61.4% | -65.9% | -45.5% |
| 5Y | +66.4% | +33.4% | +33.0% | +15.2% |
| 10Y | -15.1% | +201.5% | -216.6% | -76.3% |
| All | +159.6% | +797.8% | -638.2% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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