+284.1%
GE vs ROP
-15.8%
+299.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +2.0% |
| 7D | -1.6% | -4.4% | +2.8% | -0.4% |
| 30D | -11.6% | +3.2% | -14.8% | -12.5% |
| 3M | +3.0% | +23.1% | -20.0% | -4.3% |
| 6M | -0.5% | +13.3% | -13.8% | -5.0% |
| YTD | +9.7% | -7.9% | +17.6% | +15.6% |
| 1Y | +20.0% | -22.1% | +42.1% | +39.0% |
| All | +284.1% | -15.8% | +299.9% | +302.5% |
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