+522.3%
GE vs RL
+1,568.4%
-1,046.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.0% | +1.9% |
| 7D | +6.3% | +0.2% | +6.0% | +6.1% |
| 30D | +8.9% | +7.3% | +1.5% | +6.3% |
| 3M | -9.2% | +1.0% | -10.2% | -9.6% |
| 6M | +13.2% | +11.8% | +1.5% | +8.2% |
| YTD | +9.4% | +13.6% | -4.2% | +3.8% |
| 1Y | +9.8% | +24.0% | -14.3% | +0.9% |
| 3Y | +278.2% | +256.6% | +21.6% | +137.9% |
| 5Y | +396.0% | +240.2% | +155.8% | +209.8% |
| 10Y | +162.4% | +373.0% | -210.6% | +38.8% |
| All | +522.3% | +1,568.4% | -1,046.2% | +97.1% |
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