+157.4%
GE vs ROP
+185.1%
-27.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | +5.4% | +0.2% | +5.2% | +5.2% |
| 30D | +9.6% | +30.3% | -20.7% | -5.5% |
| 3M | -7.7% | +17.8% | -25.5% | -16.4% |
| 6M | +14.0% | +38.9% | -24.9% | -7.3% |
| YTD | +10.2% | +7.6% | +2.5% | +3.1% |
| 1Y | +8.9% | +6.5% | +2.4% | +2.5% |
| 3Y | +273.7% | -6.3% | +279.9% | +276.8% |
| 5Y | +410.2% | +0.9% | +409.3% | +381.7% |
| 10Y | +157.4% | +180.7% | -23.3% | +45.1% |
| All | +157.4% | +185.1% | -27.6% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling