+2,841.0%
GE vs ROK
+14,694.8%
-11,853.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +2.7% | +7.1% | -4.4% | -0.2% |
| 30D | +8.1% | -5.0% | +13.0% | +9.9% |
| 3M | -7.9% | -9.4% | +1.5% | -4.5% |
| 6M | +12.9% | -11.0% | +23.9% | +17.2% |
| YTD | +8.2% | +4.4% | +3.7% | +4.9% |
| 1Y | +9.7% | +7.4% | +2.3% | +5.0% |
| 3Y | +266.1% | +61.0% | +205.1% | +187.2% |
| 5Y | +407.4% | +30.4% | +377.0% | +324.0% |
| 10Y | +150.3% | +264.8% | -114.5% | +37.1% |
| All | +2,841.0% | +14,694.8% | -11,853.8% | +309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling