+2,883.5%
GE vs ROST
+70,186.2%
-67,302.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | -11.6% | -8.9% | -2.7% | -9.7% |
| 3M | +3.0% | -0.8% | +3.8% | +2.9% |
| 6M | -0.5% | +8.5% | -9.0% | -2.7% |
| YTD | +9.7% | +28.6% | -18.8% | +3.4% |
| 1Y | +20.0% | +52.3% | -32.3% | +8.6% |
| 3Y | +275.8% | +94.8% | +181.0% | +219.7% |
| 5Y | +429.1% | +110.8% | +318.3% | +335.3% |
| 10Y | +151.2% | +304.5% | -153.4% | +81.2% |
| All | +2,883.5% | +70,186.2% | -67,302.7% | +965.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling