+151.2%
GE vs RL
+342.1%
-190.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.6% | -3.1% |
| 7D | +5.1% | +2.4% | +2.8% | +4.1% |
| 30D | +7.6% | +4.6% | +3.0% | +5.6% |
| 3M | -9.3% | -1.1% | -8.2% | -9.0% |
| 6M | +11.5% | +16.5% | -5.0% | +3.5% |
| YTD | +7.9% | +11.4% | -3.5% | +1.7% |
| 1Y | +7.6% | +16.1% | -8.4% | -0.5% |
| 3Y | +265.9% | +252.6% | +13.2% | +102.7% |
| 5Y | +405.9% | +244.9% | +161.0% | +173.0% |
| All | +151.2% | +342.1% | -190.9% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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