+268.6%
GE vs ROP
-3.5%
+272.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.3% |
| 7D | +7.1% | +2.1% | +5.0% | +6.6% |
| 30D | +6.5% | +32.9% | -26.5% | -0.3% |
| 3M | -13.6% | +20.3% | -33.9% | -17.2% |
| 6M | +6.0% | +36.8% | -30.8% | -2.8% |
| YTD | +5.4% | +8.1% | -2.7% | +7.0% |
| 1Y | +6.5% | +8.3% | -1.8% | +7.9% |
| 3Y | +268.6% | -3.2% | +271.8% | +282.9% |
| All | +268.6% | -3.5% | +272.1% | +282.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling