+94.5%
ROST vs GEN
+63.2%
+31.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | -1.5% |
| 7D | +1.2% | +2.3% | -1.0% | +1.0% |
| 30D | +2.5% | +33.1% | -30.6% | -0.6% |
| 3M | -9.0% | +6.5% | -15.4% | -9.7% |
| 6M | +1.3% | +53.8% | -52.4% | -5.2% |
| YTD | +29.1% | +11.2% | +17.8% | +27.7% |
| 1Y | +45.4% | +19.4% | +26.0% | +41.8% |
| All | +94.5% | +63.2% | +31.3% | +77.4% |
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