+54.9%
JNJ vs RCL
-24.0%
+79.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -4.3% | -2.5% | -1.9% | -4.3% |
| 30D | +3.0% | -15.7% | +18.7% | +3.4% |
| 3M | +12.2% | -3.6% | +15.8% | +12.1% |
| 6M | +10.5% | -8.7% | +19.1% | +10.5% |
| YTD | +30.8% | -6.2% | +36.9% | +29.6% |
| 1Y | +54.9% | -22.9% | +77.8% | +56.0% |
| All | +54.9% | -24.0% | +79.0% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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