+308.5%
ROST vs GEN
+150.6%
+157.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -2.2% | -2.9% | +0.7% | -1.7% |
| 30D | -11.4% | +2.1% | -13.5% | -11.9% |
| 3M | -1.6% | +19.7% | -21.3% | -5.3% |
| 6M | +6.8% | +33.3% | -26.4% | -0.1% |
| YTD | +25.8% | +11.1% | +14.7% | +22.0% |
| 1Y | +52.4% | +3.0% | +49.4% | +50.1% |
| 3Y | +94.4% | +57.9% | +36.5% | +72.2% |
| 5Y | +108.2% | +20.6% | +87.6% | +91.9% |
| 10Y | +308.5% | +153.2% | +155.3% | +217.7% |
| All | +308.5% | +150.6% | +157.9% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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