+38.6%
SLB vs ROST
+44.0%
-5.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +0.8% |
| 7D | -7.1% | +1.2% | -8.3% | -7.2% |
| 30D | +4.1% | +2.5% | +1.6% | +3.4% |
| 3M | -2.6% | -9.0% | +6.3% | -0.5% |
| 6M | -8.6% | +1.3% | -9.9% | -9.1% |
| YTD | +32.2% | +29.1% | +3.1% | +17.5% |
| All | +38.6% | +44.0% | -5.5% | +19.0% |
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 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