+1,400.3%
JNJ vs RBA
+3,565.6%
-2,165.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | +2.7% | -2.9% | +5.6% | +3.0% |
| 30D | +7.4% | -12.3% | +19.7% | +8.8% |
| 3M | +21.2% | -20.5% | +41.7% | +23.9% |
| 6M | +13.4% | -18.5% | +31.9% | +15.5% |
| YTD | +35.1% | -18.2% | +53.4% | +37.2% |
| 1Y | +57.4% | -27.5% | +84.9% | +61.9% |
| 3Y | +86.8% | +38.1% | +48.7% | +77.3% |
| 5Y | +80.8% | +44.8% | +36.0% | +68.6% |
| 10Y | +202.7% | +187.1% | +15.6% | +155.6% |
| All | +1,400.3% | +3,565.6% | -2,165.3% | +941.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling