+46.2%
SLB vs ROST
+54.7%
-8.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.1% | -7.2% | -2.0% |
| 7D | -4.1% | +7.8% | -11.9% | -5.2% |
| 30D | +2.5% | +8.6% | -6.0% | +0.9% |
| 3M | +2.0% | -1.9% | +3.9% | +2.9% |
| 6M | -6.3% | +9.1% | -15.5% | -8.4% |
| YTD | +36.5% | +37.2% | -0.7% | +20.2% |
| 1Y | +46.2% | +52.7% | -6.5% | +24.1% |
| All | +46.2% | +54.7% | -8.4% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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