+417.9%
GE vs ROK
+45.0%
+372.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -11.3% | -1.8% | -9.5% | -10.7% |
| 3M | -1.4% | -7.2% | +5.8% | +1.0% |
| 6M | +1.2% | +14.2% | -12.9% | -4.5% |
| YTD | +5.9% | +10.6% | -4.6% | +0.8% |
| 1Y | +18.4% | +25.9% | -7.5% | +7.0% |
| 3Y | +271.0% | +50.8% | +220.2% | +201.0% |
| 5Y | +417.9% | +47.0% | +370.9% | +303.9% |
| All | +417.9% | +45.0% | +372.9% | +303.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling