+196.5%
JNJ vs RBA
+189.2%
+7.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -3.0% | -1.9% | -1.1% | -2.7% |
| 30D | +2.5% | -13.0% | +15.5% | +4.1% |
| 3M | +13.2% | -23.1% | +36.4% | +16.2% |
| 6M | +11.3% | -22.6% | +33.9% | +14.0% |
| YTD | +31.1% | -20.4% | +51.5% | +33.5% |
| 1Y | +54.3% | -29.6% | +83.9% | +59.5% |
| 3Y | +81.1% | +26.6% | +54.6% | +72.1% |
| 5Y | +82.7% | +38.2% | +44.5% | +68.9% |
| 10Y | +196.5% | +194.7% | +1.7% | +128.0% |
| All | +196.5% | +189.2% | +7.3% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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