+776.7%
JNJ vs DLR
+3,595.6%
-2,819.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | +2.7% | +1.6% | +1.1% | +2.4% |
| 30D | +7.4% | -3.4% | +10.7% | +7.8% |
| 3M | +21.2% | +0.5% | +20.7% | +20.8% |
| 6M | +13.4% | +4.6% | +8.8% | +12.3% |
| YTD | +35.1% | +23.4% | +11.7% | +30.4% |
| 1Y | +57.4% | +19.0% | +38.4% | +52.5% |
| 3Y | +86.8% | +56.5% | +30.2% | +70.8% |
| 5Y | +80.8% | +33.3% | +47.5% | +67.4% |
| 10Y | +202.7% | +165.1% | +37.6% | +148.8% |
| All | +776.7% | +3,595.6% | -2,819.0% | +415.2% |
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