+49.7%
JNJ vs RBRK
+46.1%
+3.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -11.1% | +9.7% | -1.8% |
| 7D | -1.0% | -20.9% | +19.8% | -1.9% |
| 30D | +6.9% | -15.9% | +22.8% | +6.3% |
| 3M | +6.2% | +24.7% | -18.4% | +7.8% |
| 6M | +22.0% | +85.1% | -63.1% | +27.0% |
| YTD | +33.7% | +38.3% | -4.6% | +38.8% |
| 1Y | +49.7% | +46.2% | +3.6% | +55.5% |
| All | +49.7% | +46.1% | +3.6% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling