+436.6%
GE vs ROP
-13.6%
+450.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +2.4% |
| 7D | -1.6% | -4.4% | +2.8% | +0.1% |
| 30D | -11.6% | +3.2% | -14.8% | -12.9% |
| 3M | +3.0% | +23.1% | -20.0% | -6.4% |
| 6M | -0.5% | +13.3% | -13.8% | -6.7% |
| YTD | +9.7% | -7.9% | +17.6% | +13.8% |
| 1Y | +20.0% | -22.1% | +42.1% | +36.2% |
| 3Y | +275.8% | -16.8% | +292.6% | +310.3% |
| All | +436.6% | -13.6% | +450.1% | +445.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling