+919.3%
VZ vs SLB
+856.3%
+63.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.1% | +2.2% |
| 7D | +6.9% | -4.1% | +11.0% | +7.5% |
| 30D | +2.3% | +2.5% | -0.3% | +1.8% |
| 3M | 0.0% | +2.0% | -2.0% | -0.5% |
| 6M | +0.2% | -6.3% | +6.6% | +0.7% |
| YTD | +20.9% | +36.5% | -15.6% | +14.8% |
| 1Y | +25.2% | +46.2% | -21.0% | +17.7% |
| 3Y | +55.9% | -2.1% | +57.9% | +52.8% |
| 5Y | +22.6% | +73.7% | -51.1% | +7.4% |
| 10Y | +68.6% | -12.3% | +80.9% | +53.9% |
| All | +919.3% | +856.3% | +63.1% | +472.4% |
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