+25.3%
JNJ vs DLR
-6.4%
+31.8%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.9% |
| 7D | +3.5% | +3.3% | +0.1% | +3.3% |
| 30D | +12.5% | +4.6% | +7.9% | +12.6% |
| 3M | +9.6% | -8.3% | +17.8% | +9.7% |
| 6M | +25.3% | -5.6% | +31.0% | +26.8% |
| All | +25.3% | -6.4% | +31.8% | +26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling