+93.9%
JNJ vs RBRK
+124.5%
-30.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | -0.4% |
| 7D | -3.5% | -7.5% | +4.0% | -3.8% |
| 30D | +2.3% | -10.4% | +12.7% | +2.0% |
| 3M | +12.0% | +21.3% | -9.3% | +13.0% |
| 6M | +10.5% | +50.6% | -40.2% | +12.5% |
| YTD | +30.4% | +13.3% | +17.1% | +31.9% |
| 1Y | +52.1% | +11.2% | +40.9% | +54.0% |
| All | +93.9% | +124.5% | -30.5% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling