+38.0%
TSLA vs SLB
+3.2%
+34.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | +1.5% | +0.8% | +0.7% | +1.2% |
| 30D | +10.1% | +15.8% | -5.7% | +3.7% |
| 3M | -15.4% | -0.3% | -15.0% | -15.4% |
| 6M | -12.8% | +21.3% | -34.1% | -20.5% |
| YTD | -21.3% | +52.3% | -73.6% | -35.9% |
| 1Y | +4.6% | +63.6% | -59.0% | -18.4% |
| All | +38.0% | +3.2% | +34.9% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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