+192.5%
JNJ vs DTE
+137.8%
+54.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | -3.5% | -2.6% | -0.9% | -2.6% |
| 30D | +2.3% | -4.4% | +6.7% | +3.9% |
| 3M | +12.0% | -8.3% | +20.3% | +15.6% |
| 6M | +10.5% | -8.1% | +18.5% | +13.8% |
| YTD | +30.4% | +4.4% | +26.0% | +28.3% |
| 1Y | +52.1% | +0.2% | +52.0% | +51.8% |
| 3Y | +77.8% | +42.6% | +35.2% | +56.0% |
| 5Y | +82.9% | +31.5% | +51.4% | +63.9% |
| All | +192.5% | +137.8% | +54.7% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling