+221.6%
JNJ vs RBA
+207.2%
+14.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.7% |
| 7D | +3.5% | +1.7% | +1.7% | +3.3% |
| 30D | +12.5% | +8.3% | +4.2% | +11.5% |
| 3M | +9.6% | +10.5% | -1.0% | +8.2% |
| 6M | +25.3% | -5.9% | +31.2% | +25.6% |
| YTD | +40.3% | -6.9% | +47.2% | +40.3% |
| 1Y | +49.6% | -4.9% | +54.5% | +49.2% |
| 3Y | +110.8% | +64.5% | +46.3% | +94.2% |
| 5Y | +99.1% | +46.1% | +53.0% | +84.2% |
| All | +221.6% | +207.2% | +14.5% | +150.2% |
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