+82.7%
JNJ vs RCL
+233.3%
-150.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | -3.0% | -2.2% | -0.8% | -2.9% |
| 30D | +2.5% | -15.7% | +18.2% | +2.7% |
| 3M | +13.2% | -8.0% | +21.2% | +13.3% |
| 6M | +11.3% | -10.1% | +21.4% | +11.3% |
| YTD | +31.1% | -5.9% | +37.0% | +31.0% |
| 1Y | +54.3% | -23.5% | +77.8% | +54.5% |
| 3Y | +81.1% | +174.4% | -93.2% | +75.6% |
| 5Y | +82.7% | +227.1% | -144.4% | +73.3% |
| All | +82.7% | +233.3% | -150.5% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling