+2,864.0%
GE vs RRX
+3,925.9%
-1,061.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +1.2% | +4.3% | -3.1% | -0.3% |
| 30D | -9.5% | -8.0% | -1.5% | -6.8% |
| 3M | +4.1% | -22.0% | +26.1% | +12.0% |
| 6M | +3.9% | -11.9% | +15.8% | +6.0% |
| YTD | +9.0% | +17.1% | -8.1% | -0.4% |
| 1Y | +21.9% | +14.9% | +7.0% | +11.2% |
| 3Y | +281.8% | +6.9% | +274.9% | +237.9% |
| 5Y | +436.7% | +19.6% | +417.2% | +346.3% |
| 10Y | +151.5% | +215.9% | -64.4% | +48.4% |
| All | +2,864.0% | +3,925.9% | -1,061.9% | +1,021.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling