+827.3%
SLB vs ROST
+72,248.4%
-71,421.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.6% | +0.4% |
| 7D | -3.7% | +2.8% | -6.5% | -4.2% |
| 30D | +2.9% | +6.6% | -3.6% | +1.5% |
| 3M | +0.2% | -7.0% | +7.2% | +1.3% |
| 6M | -4.4% | +5.4% | -9.8% | -5.9% |
| YTD | +33.4% | +32.4% | +1.1% | +25.8% |
| 1Y | +40.8% | +48.4% | -7.6% | +29.9% |
| 3Y | +3.2% | +99.5% | -96.3% | -10.6% |
| 5Y | +64.8% | +109.9% | -45.1% | +38.9% |
| 10Y | -16.6% | +315.5% | -332.1% | -36.4% |
| All | +827.3% | +72,248.4% | -71,421.1% | +372.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling