+51.2%
JNJ vs DLR
+11.0%
+40.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +3.7% |
| 7D | +1.9% | +2.8% | -0.9% | +1.9% |
| 30D | +9.2% | +2.8% | +6.5% | +9.2% |
| 3M | +8.9% | -4.0% | +12.9% | +9.0% |
| 6M | +24.6% | -5.6% | +30.2% | +25.0% |
| YTD | +35.7% | +21.9% | +13.7% | +36.9% |
| 1Y | +51.2% | +13.0% | +38.2% | +52.0% |
| All | +51.2% | +11.0% | +40.3% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling