+4,261.5%
XOM vs SLB
+966.6%
+3,294.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +1.8% | +0.8% | +0.9% | +1.2% |
| 30D | +5.9% | +15.8% | -10.0% | -1.0% |
| 3M | +5.6% | -0.3% | +5.9% | +4.7% |
| 6M | +7.9% | +21.3% | -13.5% | -2.7% |
| YTD | +35.2% | +52.3% | -17.1% | +10.0% |
| 1Y | +46.0% | +63.6% | -17.6% | +14.7% |
| 3Y | +55.0% | +3.8% | +51.3% | +45.8% |
| 5Y | +246.3% | +128.6% | +117.7% | +124.7% |
| 10Y | +181.0% | -3.1% | +184.0% | +137.4% |
| All | +4,261.5% | +966.6% | +3,294.9% | +1,233.2% |
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