-13.1%
SLB vs ROST
+300.7%
-313.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.5% |
| 7D | +3.5% | +0.3% | +3.3% | +3.3% |
| 30D | +6.5% | +0.5% | +6.0% | +5.8% |
| 3M | -0.2% | -5.2% | +5.0% | +1.4% |
| 6M | -5.7% | +9.8% | -15.6% | -11.0% |
| YTD | +36.8% | +29.4% | +7.5% | +19.2% |
| 1Y | +45.8% | +44.4% | +1.4% | +20.5% |
| 3Y | +3.4% | +95.0% | -91.6% | -28.1% |
| 5Y | +76.1% | +111.9% | -35.7% | +12.0% |
| All | -13.1% | +300.7% | -313.8% | -54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling