+810.2%
JNJ vs DLR
+3,455.1%
-2,644.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.1% |
| 7D | +3.5% | +3.3% | +0.1% | +2.9% |
| 30D | +12.5% | +4.6% | +7.9% | +11.7% |
| 3M | +9.6% | -8.3% | +17.8% | +10.8% |
| 6M | +25.3% | -5.6% | +31.0% | +25.9% |
| YTD | +40.3% | +18.7% | +21.6% | +36.0% |
| 1Y | +49.6% | +17.1% | +32.6% | +45.3% |
| 3Y | +110.8% | +54.4% | +56.4% | +93.1% |
| 5Y | +99.1% | +36.5% | +62.6% | +83.4% |
| 10Y | +216.6% | +187.7% | +28.9% | +157.4% |
| All | +810.2% | +3,455.1% | -2,644.9% | +437.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling