+130.8%
SLB vs ROST
+111.8%
+19.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.8% | +0.9% | -0.1% | +0.6% |
| 30D | +15.8% | -8.9% | +24.7% | +18.4% |
| 3M | -0.3% | -0.8% | +0.5% | -0.4% |
| 6M | +21.3% | +8.5% | +12.9% | +18.4% |
| YTD | +52.3% | +28.6% | +23.7% | +42.3% |
| 1Y | +63.6% | +52.3% | +11.3% | +46.5% |
| 3Y | +3.8% | +94.8% | -91.1% | -13.6% |
| All | +130.8% | +111.8% | +19.0% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling