+133.6%
SLB vs VRSK
-11.3%
+144.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.8% |
| 7D | -2.4% | -7.7% | +5.3% | -2.3% |
| 30D | +4.9% | -2.8% | +7.7% | +4.9% |
| 3M | +1.4% | -3.7% | +5.1% | +1.4% |
| 6M | +17.6% | -12.8% | +30.4% | +18.0% |
| YTD | +48.3% | -21.0% | +69.3% | +49.3% |
| 1Y | +58.7% | -32.5% | +91.1% | +61.9% |
| 3Y | +0.6% | -26.5% | +27.1% | +2.6% |
| 5Y | +133.6% | -11.5% | +145.1% | +130.7% |
| All | +133.6% | -11.3% | +144.8% | +130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 5y: compounded portfolio wealth divided by compounded VRSK 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…
5y analysis · Full analysis span regression · 6 months rolling