+54.9%
JNJ vs DLR
+14.5%
+40.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | -4.3% | -1.3% | -3.0% | -4.3% |
| 30D | +3.0% | -2.9% | +5.9% | +3.1% |
| 3M | +12.2% | +3.2% | +9.0% | +11.8% |
| 6M | +10.5% | +3.9% | +6.6% | +10.1% |
| YTD | +30.8% | +21.4% | +9.3% | +30.5% |
| 1Y | +54.9% | +9.7% | +45.3% | +55.5% |
| All | +54.9% | +14.5% | +40.4% | +55.5% |
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