+78.8%
JNJ vs DLR
+58.6%
+20.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.8% |
| 7D | -3.0% | +2.9% | -5.8% | -3.0% |
| 30D | +2.5% | -1.2% | +3.7% | +2.5% |
| 3M | +13.2% | +2.9% | +10.3% | +13.2% |
| 6M | +11.3% | +6.7% | +4.6% | +11.3% |
| YTD | +31.1% | +23.9% | +7.3% | +31.5% |
| 1Y | +54.3% | +18.6% | +35.7% | +54.7% |
| All | +78.8% | +58.6% | +20.2% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling