+39.8%
SLB vs VRSK
+583.6%
-543.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +1.0% |
| 7D | +0.4% | -9.7% | +10.1% | +3.5% |
| 30D | +13.6% | -8.5% | +22.1% | +16.3% |
| 3M | +1.5% | -1.7% | +3.2% | +1.1% |
| 6M | +23.0% | -17.9% | +40.9% | +29.0% |
| YTD | +51.2% | -21.1% | +72.4% | +59.8% |
| 1Y | +63.5% | -35.1% | +98.6% | +84.1% |
| 3Y | +2.5% | -26.7% | +29.2% | +8.4% |
| 5Y | +139.2% | -12.0% | +151.2% | +128.5% |
| 10Y | -4.8% | +122.9% | -127.6% | -39.2% |
| All | +39.8% | +583.6% | -543.8% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling