+147.5%
GE vs RRX
+228.4%
-80.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.8% | -1.8% |
| 7D | -4.0% | -0.3% | -3.6% | -3.9% |
| 30D | -11.4% | -6.1% | -5.3% | -9.0% |
| 3M | -2.6% | -23.1% | +20.4% | +6.9% |
| 6M | -0.3% | -19.5% | +19.2% | +5.8% |
| YTD | +5.4% | +16.1% | -10.7% | -7.0% |
| 1Y | +15.5% | +12.9% | +2.6% | +2.2% |
| 3Y | +260.8% | +7.9% | +252.8% | +199.3% |
| 5Y | +421.6% | +19.1% | +402.5% | +286.0% |
| All | +147.5% | +228.4% | -80.9% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling