+98.0%
JNJ vs RCL
+295.0%
-197.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.5% |
| 7D | +5.5% | +8.5% | -3.0% | +5.4% |
| 30D | +7.4% | +20.4% | -13.0% | +7.1% |
| 3M | +7.8% | +11.0% | -3.2% | +7.6% |
| 6M | +28.2% | +24.9% | +3.4% | +27.7% |
| YTD | +37.9% | +23.9% | +14.0% | +37.2% |
| 1Y | +52.4% | +30.8% | +21.6% | +51.5% |
| 3Y | +107.7% | +270.4% | -162.7% | +99.6% |
| All | +98.0% | +295.0% | -197.0% | +89.4% |
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