+65.0%
UBER vs SLB
+53.0%
+12.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | +5.1% | -7.1% | +12.2% | +7.6% |
| 30D | +0.2% | +4.1% | -3.9% | -1.5% |
| 3M | -2.7% | -2.6% | 0.0% | -2.6% |
| 6M | -13.4% | -8.6% | -4.8% | -12.4% |
| YTD | -16.1% | +32.2% | -48.3% | -26.7% |
| 1Y | -25.5% | +40.7% | -66.2% | -36.6% |
| 3Y | +42.5% | -4.5% | +47.0% | +36.1% |
| 5Y | +45.3% | +66.4% | -21.0% | +1.6% |
| All | +65.0% | +53.0% | +12.0% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling