+52.3%
ROST vs GEN
+3.4%
+48.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -2.5% | -4.4% | +1.9% | -2.3% |
| 30D | -10.3% | +3.7% | -14.0% | -10.4% |
| 3M | -2.6% | +22.2% | -24.8% | -3.1% |
| 6M | +6.5% | +38.9% | -32.4% | +4.6% |
| YTD | +25.9% | +11.9% | +14.0% | +31.4% |
| 1Y | +52.3% | +4.5% | +47.9% | +67.6% |
| All | +52.3% | +3.4% | +48.9% | +67.6% |
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