+147.8%
GE vs ROK
+350.4%
-202.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.2% |
| 7D | -2.8% | -1.6% | -1.2% | -2.0% |
| 30D | -11.9% | -5.4% | -6.5% | -9.4% |
| 3M | +1.8% | -4.0% | +5.8% | +3.2% |
| 6M | -0.6% | +13.3% | -13.9% | -7.6% |
| YTD | +5.5% | +9.3% | -3.8% | -0.6% |
| 1Y | +15.0% | +25.8% | -10.9% | +0.5% |
| 3Y | +269.5% | +49.1% | +220.4% | +181.2% |
| 5Y | +422.4% | +45.9% | +376.6% | +287.8% |
| All | +147.8% | +350.4% | -202.6% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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