+2,765.1%
GE vs ROL
+9,562.4%
-6,797.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.4% |
| 7D | +7.1% | +9.5% | -2.4% | +3.7% |
| 30D | +6.5% | +22.9% | -16.5% | -1.2% |
| 3M | -13.6% | +3.5% | -17.1% | -15.0% |
| 6M | +6.0% | -29.4% | +35.4% | +18.2% |
| YTD | +5.4% | -36.1% | +41.4% | +21.3% |
| 1Y | +6.5% | -34.4% | +40.8% | +21.2% |
| 3Y | +268.6% | +4.0% | +264.6% | +251.7% |
| 5Y | +389.0% | +13.2% | +375.8% | +344.8% |
| 10Y | +163.3% | +219.7% | -56.4% | +56.9% |
| All | +2,765.1% | +9,562.4% | -6,797.4% | +429.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling