+151.5%
GE vs RL
+304.3%
-152.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.2% |
| 7D | +1.2% | +1.9% | -0.7% | +0.4% |
| 30D | -9.5% | -12.2% | +2.7% | -4.6% |
| 3M | +4.1% | -6.6% | +10.8% | +6.5% |
| 6M | +3.9% | +3.2% | +0.8% | +1.5% |
| YTD | +9.0% | -1.3% | +10.3% | +8.1% |
| 1Y | +21.9% | +13.6% | +8.4% | +13.6% |
| 3Y | +281.8% | +210.9% | +70.9% | +123.1% |
| 5Y | +436.7% | +246.9% | +189.9% | +187.0% |
| 10Y | +151.5% | +310.1% | -158.6% | +17.9% |
| All | +151.5% | +304.3% | -152.8% | +17.9% |
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