+5,819.7%
JNJ vs RCL
+5,893.7%
-74.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.5% |
| 7D | +5.5% | +8.5% | -3.0% | +4.7% |
| 30D | +7.4% | +20.4% | -13.0% | +5.6% |
| 3M | +7.8% | +11.0% | -3.2% | +6.6% |
| 6M | +28.2% | +24.9% | +3.4% | +25.2% |
| YTD | +37.9% | +23.9% | +14.0% | +34.0% |
| 1Y | +52.4% | +30.8% | +21.6% | +47.3% |
| 3Y | +107.7% | +270.4% | -162.7% | +79.0% |
| 5Y | +96.5% | +296.1% | -199.6% | +63.5% |
| 10Y | +208.3% | +375.0% | -166.8% | +131.8% |
| All | +5,819.7% | +5,893.7% | -74.0% | +3,014.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling