+2,832.6%
GE vs ROST
+72,321.6%
-69,489.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.1% |
| 7D | +5.1% | +0.9% | +4.3% | +4.9% |
| 30D | +7.6% | +5.1% | +2.4% | +6.4% |
| 3M | -9.3% | -4.3% | -5.0% | -8.4% |
| 6M | +11.5% | +9.4% | +2.1% | +8.9% |
| YTD | +7.9% | +32.5% | -24.6% | +0.9% |
| 1Y | +7.6% | +46.9% | -39.2% | -1.7% |
| 3Y | +265.9% | +98.1% | +167.7% | +210.1% |
| 5Y | +405.9% | +116.9% | +289.0% | +313.6% |
| 10Y | +149.6% | +310.9% | -161.3% | +79.4% |
| All | +2,832.6% | +72,321.6% | -69,489.0% | +940.5% |
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