+82.5%
JNJ vs RCL
+180.0%
-97.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | +4.3% | -17.3% | +21.7% | +4.1% |
| 3M | +16.5% | -2.8% | +19.2% | +16.4% |
| 6M | +13.1% | -4.4% | +17.5% | +13.1% |
| YTD | +32.1% | -4.2% | +36.3% | +32.1% |
| 1Y | +54.5% | -23.4% | +77.9% | +53.4% |
| 3Y | +82.5% | +179.4% | -96.9% | +78.3% |
| All | +82.5% | +180.0% | -97.4% | +78.3% |
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