+302.7%
ROST vs RGEN
+414.1%
-111.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.5% | -2.9% | +0.4% | -2.1% |
| 30D | -10.3% | -0.1% | -10.2% | -10.4% |
| 3M | -2.6% | +25.9% | -28.5% | -6.3% |
| 6M | +6.5% | +35.2% | -28.7% | +1.1% |
| YTD | +25.9% | +0.5% | +25.4% | +24.5% |
| 1Y | +52.3% | +37.0% | +15.4% | +43.5% |
| 3Y | +94.6% | +2.0% | +92.5% | +85.0% |
| 5Y | +111.1% | -44.2% | +155.3% | +110.6% |
| All | +302.7% | +414.1% | -111.4% | +182.7% |
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