+120.7%
ROST vs RGEN
-35.5%
+156.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -1.8% | -3.1% | +1.3% | -1.4% |
| 30D | +6.8% | +0.1% | +6.8% | +6.7% |
| 3M | -4.0% | +4.8% | -8.8% | -5.0% |
| 6M | +12.9% | +48.9% | -36.0% | +5.5% |
| YTD | +34.7% | +5.3% | +29.4% | +31.9% |
| 1Y | +49.5% | +12.5% | +37.0% | +44.9% |
| 3Y | +101.5% | +17.0% | +84.5% | +87.7% |
| 5Y | +120.7% | -35.4% | +156.0% | +98.4% |
| All | +120.7% | -35.5% | +156.2% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling