+2,765.1%
GE vs RRC
+1,414.2%
+1,350.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.0% |
| 7D | +7.1% | -10.8% | +17.9% | +8.4% |
| 30D | +6.5% | +22.3% | -15.9% | +3.9% |
| 3M | -13.6% | +26.6% | -40.2% | -16.0% |
| 6M | +6.0% | +18.9% | -12.9% | +3.4% |
| YTD | +5.4% | +39.2% | -33.8% | +0.8% |
| 1Y | +6.5% | +34.0% | -27.5% | +2.1% |
| 3Y | +268.6% | +42.0% | +226.6% | +248.9% |
| 5Y | +389.0% | +111.9% | +277.2% | +333.3% |
| 10Y | +163.3% | +62.8% | +100.5% | +115.8% |
| All | +2,765.1% | +1,414.2% | +1,350.9% | +1,897.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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