+191.3%
XOM vs SLB
-4.1%
+195.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | 0.0% | -1.9% | +1.9% | +1.0% |
| 30D | +3.4% | +7.8% | -4.3% | -0.9% |
| 3M | +11.0% | +2.7% | +8.3% | +8.3% |
| 6M | +10.6% | +22.2% | -11.5% | -2.7% |
| YTD | +39.2% | +51.1% | -11.9% | +8.9% |
| 1Y | +52.7% | +63.3% | -10.6% | +14.1% |
| 3Y | +56.8% | +2.4% | +54.3% | +46.2% |
| 5Y | +261.8% | +139.3% | +122.4% | +103.2% |
| 10Y | +191.3% | -2.6% | +193.9% | +116.7% |
| All | +191.3% | -4.1% | +195.4% | +116.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling