+262.7%
GE vs ROST
+93.3%
+169.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.1% | -2.3% |
| 7D | -1.2% | -2.2% | +1.0% | -0.6% |
| 30D | -11.3% | -11.4% | +0.2% | -8.2% |
| 3M | -1.4% | -1.6% | +0.2% | -1.3% |
| 6M | +1.2% | +6.8% | -5.6% | -1.4% |
| YTD | +5.9% | +25.8% | -19.9% | -1.6% |
| 1Y | +18.4% | +52.4% | -34.0% | +3.8% |
| All | +262.7% | +93.3% | +169.4% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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