+99.5%
ROST vs GEN
+57.9%
+41.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | 0.0% |
| 7D | +0.2% | -0.7% | +0.9% | +0.3% |
| 30D | -10.0% | +2.6% | -12.6% | -10.4% |
| 3M | +1.2% | +15.8% | -14.6% | -0.8% |
| 6M | +8.9% | +33.1% | -24.2% | +4.0% |
| YTD | +28.1% | +11.3% | +16.8% | +26.5% |
| 1Y | +53.0% | +1.7% | +51.3% | +53.7% |
| All | +99.5% | +57.9% | +41.6% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling