+2,311.4%
GE vs ROP
+29,647.0%
-27,335.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +4.1% |
| 7D | +6.3% | -1.6% | +7.9% | +6.7% |
| 30D | +8.9% | +29.5% | -20.7% | +0.4% |
| 3M | -9.2% | +17.5% | -26.7% | -14.0% |
| 6M | +13.2% | +38.1% | -24.8% | +1.5% |
| YTD | +9.4% | +7.0% | +2.4% | +5.2% |
| 1Y | +9.8% | +6.5% | +3.3% | +5.6% |
| 3Y | +278.2% | -5.5% | +283.7% | +276.8% |
| 5Y | +396.0% | -0.4% | +396.4% | +385.0% |
| 10Y | +162.4% | +183.6% | -21.2% | +93.5% |
| All | +2,311.4% | +29,647.0% | -27,335.5% | +955.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling