+5,877.5%
JNJ vs RCL
+5,578.7%
+298.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.5% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +14.0% | +14.4% | -0.3% | +12.6% |
| 3M | +9.2% | +5.2% | +4.1% | +8.6% |
| 6M | +27.8% | +26.1% | +1.6% | +24.7% |
| YTD | +39.2% | +17.4% | +21.9% | +35.9% |
| 1Y | +49.1% | +24.7% | +24.5% | +44.7% |
| 3Y | +109.7% | +250.9% | -141.3% | +81.6% |
| 5Y | +97.6% | +293.8% | -196.3% | +64.4% |
| 10Y | +214.1% | +342.4% | -128.3% | +137.7% |
| All | +5,877.5% | +5,578.7% | +298.8% | +3,059.1% |
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