+52.6%
XOM vs SLB
+45.4%
+7.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.3% |
| 7D | -7.0% | -4.1% | -2.9% | -5.9% |
| 30D | +3.2% | +2.5% | +0.7% | +2.4% |
| 3M | +10.7% | +2.0% | +8.7% | +9.4% |
| 6M | +11.6% | -6.3% | +17.9% | +13.2% |
| YTD | +43.5% | +36.5% | +6.9% | +25.4% |
| 1Y | +52.6% | +46.2% | +6.4% | +29.5% |
| All | +52.6% | +45.4% | +7.2% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling