+110.8%
JNJ vs RCL
+255.6%
-144.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +3.5% | -1.2% | +4.6% | +3.4% |
| 30D | +12.5% | +17.8% | -5.3% | +12.8% |
| 3M | +9.6% | +4.9% | +4.6% | +9.7% |
| 6M | +25.3% | +23.7% | +1.6% | +25.8% |
| YTD | +40.3% | +17.8% | +22.5% | +40.8% |
| 1Y | +49.6% | +28.9% | +20.7% | +50.5% |
| 3Y | +110.8% | +241.9% | -131.1% | +119.3% |
| All | +110.8% | +255.6% | -144.8% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling