-4.8%
SLB vs ROST
+303.5%
-308.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +13.6% | -10.0% | +23.6% | +18.9% |
| 3M | +1.5% | +1.2% | +0.3% | +0.4% |
| 6M | +23.0% | +8.9% | +14.1% | +17.0% |
| YTD | +51.2% | +28.1% | +23.2% | +33.1% |
| 1Y | +63.5% | +53.0% | +10.5% | +32.2% |
| 3Y | +2.5% | +97.9% | -95.3% | -28.9% |
| 5Y | +139.2% | +112.0% | +27.2% | +52.5% |
| 10Y | -4.8% | +303.0% | -307.7% | -52.0% |
| All | -4.8% | +303.5% | -308.2% | -52.0% |
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