+816.5%
JNJ vs RCAT
-100.0%
+916.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | +1.5% | +7.2% | -5.8% | +1.5% |
| 30D | +6.3% | -20.4% | +26.7% | +6.3% |
| 3M | +8.5% | -59.8% | +68.2% | +8.5% |
| 6M | +28.0% | -61.9% | +89.9% | +28.0% |
| YTD | +37.7% | -45.9% | +83.6% | +37.7% |
| 1Y | +47.9% | -50.5% | +98.4% | +47.9% |
| 3Y | +107.4% | +387.5% | -280.1% | +107.2% |
| 5Y | +97.7% | +70.9% | +26.8% | +97.6% |
| 10Y | +210.7% | -99.7% | +310.4% | +211.7% |
| All | +816.5% | -100.0% | +916.5% | +865.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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