+524.2%
GE vs RL
+1,366.2%
-841.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.4% |
| 7D | -1.6% | -0.8% | -0.8% | -1.3% |
| 30D | -11.6% | -7.8% | -3.8% | -9.3% |
| 3M | +3.0% | -4.0% | +7.0% | +4.0% |
| 6M | -0.5% | -1.9% | +1.4% | -0.7% |
| YTD | +9.7% | -0.2% | +9.9% | +8.8% |
| 1Y | +20.0% | +10.7% | +9.4% | +14.6% |
| 3Y | +275.8% | +210.8% | +65.1% | +147.5% |
| 5Y | +429.1% | +238.2% | +190.8% | +230.3% |
| 10Y | +151.2% | +313.4% | -162.2% | +38.9% |
| All | +524.2% | +1,366.2% | -841.9% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling