+301.5%
ROST vs RGEN
+415.2%
-113.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | +0.3% | -3.3% | +3.5% | +0.7% |
| 30D | +0.5% | -5.8% | +6.3% | +1.3% |
| 3M | -5.2% | +0.2% | -5.4% | -5.7% |
| 6M | +9.8% | +56.8% | -46.9% | +1.8% |
| YTD | +29.4% | +2.4% | +27.0% | +27.2% |
| 1Y | +44.4% | +11.4% | +32.9% | +40.1% |
| 3Y | +95.0% | +15.2% | +79.8% | +82.2% |
| 5Y | +111.9% | -35.1% | +146.9% | +106.6% |
| All | +301.5% | +415.2% | -113.7% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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