+108.4%
JNJ vs RBA
+48.1%
+60.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +2.0% |
| 7D | +4.3% | +2.5% | +1.8% | +4.2% |
| 30D | +7.9% | +11.6% | -3.7% | +7.4% |
| 3M | +9.4% | +1.5% | +7.9% | +9.1% |
| 6M | +28.8% | -6.6% | +35.5% | +28.8% |
| YTD | +38.5% | -6.3% | +44.8% | +37.9% |
| 1Y | +54.6% | -4.0% | +58.6% | +53.6% |
| 3Y | +108.4% | +47.3% | +61.1% | +101.2% |
| All | +108.4% | +48.1% | +60.3% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling