+48.8%
ROST vs GEN
+18.5%
+30.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | +3.2% | +1.0% | +2.2% | +3.2% |
| 30D | +7.4% | +29.1% | -21.6% | +7.0% |
| 3M | -6.1% | +2.9% | -9.0% | -6.2% |
| 6M | +6.2% | +33.6% | -27.4% | +5.5% |
| YTD | +33.4% | +12.0% | +21.4% | +38.5% |
| 1Y | +48.8% | +16.2% | +32.6% | +51.9% |
| All | +48.8% | +18.5% | +30.3% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling