+97.9%
ROST vs RGEN
-0.1%
+97.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | -10.0% | +2.8% | -12.8% | -10.4% |
| 3M | +1.2% | +34.5% | -33.2% | -2.8% |
| 6M | +8.9% | +40.5% | -31.5% | +3.6% |
| YTD | +28.1% | +2.8% | +25.2% | +26.3% |
| 1Y | +53.0% | +39.6% | +13.3% | +45.2% |
| 3Y | +97.9% | +4.4% | +93.5% | +87.7% |
| All | +97.9% | -0.1% | +97.9% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling