+2,883.5%
GE vs RRC
+1,202.2%
+1,681.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | -11.6% | +10.1% | -21.7% | -12.5% |
| 3M | +3.0% | +4.0% | -1.0% | +2.4% |
| 6M | -0.5% | +1.6% | -2.1% | -1.2% |
| YTD | +9.7% | +19.7% | -10.0% | +7.0% |
| 1Y | +20.0% | +21.4% | -1.4% | +16.6% |
| 3Y | +275.8% | +29.7% | +246.2% | +259.8% |
| 5Y | +429.1% | +153.9% | +275.2% | +361.0% |
| 10Y | +151.2% | +10.8% | +140.4% | +113.8% |
| All | +2,883.5% | +1,202.2% | +1,681.4% | +2,020.5% |
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