+205.4%
XOM vs SLB
-12.7%
+218.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.3% |
| 7D | +2.8% | +3.5% | -0.7% | +1.0% |
| 30D | -3.6% | +6.5% | -10.1% | -6.9% |
| 3M | +8.2% | -0.2% | +8.5% | +7.5% |
| 6M | +14.0% | -5.7% | +19.8% | +15.4% |
| YTD | +44.6% | +36.8% | +7.8% | +18.6% |
| 1Y | +47.8% | +45.8% | +2.0% | +17.0% |
| 3Y | +79.6% | +3.4% | +76.2% | +65.7% |
| 5Y | +214.3% | +76.1% | +138.1% | +107.8% |
| All | +205.4% | -12.7% | +218.2% | +140.5% |
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 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