+266.1%
GE vs ROL
+5.9%
+260.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.2% |
| 7D | +2.7% | +3.0% | -0.3% | +2.1% |
| 30D | +8.1% | +19.8% | -11.7% | +4.4% |
| 3M | -7.9% | +7.9% | -15.8% | -9.2% |
| 6M | +12.9% | -25.6% | +38.5% | +20.5% |
| YTD | +8.2% | -34.1% | +42.3% | +18.8% |
| 1Y | +9.7% | -31.4% | +41.1% | +18.9% |
| 3Y | +266.1% | +4.7% | +261.4% | +222.6% |
| All | +266.1% | +5.9% | +260.2% | +222.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling