+436.6%
GE vs ROL
-3.8%
+440.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -1.6% | -1.4% | -0.2% | -1.2% |
| 30D | -11.6% | -4.1% | -7.5% | -10.6% |
| 3M | +3.0% | -22.5% | +25.5% | +9.8% |
| 6M | -0.5% | -37.7% | +37.1% | +13.1% |
| YTD | +9.7% | -39.6% | +49.3% | +25.4% |
| 1Y | +20.0% | -36.0% | +56.1% | +34.0% |
| 3Y | +275.8% | -5.1% | +281.0% | +265.3% |
| All | +436.6% | -3.8% | +440.3% | +389.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling