-4.5%
SLB vs ROST
+95.7%
-100.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.3% | +0.9% |
| 7D | -7.1% | +1.2% | -8.3% | -7.4% |
| 30D | +4.1% | +2.5% | +1.6% | +3.3% |
| 3M | -2.6% | -9.0% | +6.3% | -0.7% |
| 6M | -8.6% | +1.3% | -9.9% | -9.5% |
| YTD | +32.2% | +29.1% | +3.1% | +22.5% |
| 1Y | +40.7% | +45.4% | -4.8% | +26.4% |
| 3Y | -4.5% | +94.9% | -99.4% | -23.3% |
| All | -4.5% | +95.7% | -100.2% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling