+80.0%
JNJ vs RBA
+44.6%
+35.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.1% |
| 7D | -0.8% | -1.1% | +0.3% | -0.7% |
| 30D | +4.3% | -13.2% | +17.5% | +5.0% |
| 3M | +16.5% | -21.4% | +37.9% | +17.7% |
| 6M | +13.1% | -20.9% | +34.0% | +14.2% |
| YTD | +32.1% | -19.9% | +52.0% | +33.0% |
| 1Y | +54.5% | -28.7% | +83.2% | +56.8% |
| 3Y | +82.5% | +27.4% | +55.1% | +77.6% |
| 5Y | +80.0% | +41.7% | +38.3% | +72.3% |
| All | +80.0% | +44.6% | +35.4% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling