+9.7%
GE vs ROL
-31.8%
+41.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.1% |
| 7D | +2.7% | +3.0% | -0.3% | +2.5% |
| 30D | +8.1% | +19.8% | -11.7% | +7.4% |
| 3M | -7.9% | +7.9% | -15.8% | -8.3% |
| 6M | +12.9% | -25.6% | +38.5% | +14.9% |
| YTD | +8.2% | -34.1% | +42.3% | +12.7% |
| 1Y | +9.7% | -31.4% | +41.1% | +14.2% |
| All | +9.7% | -31.8% | +41.5% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling