+51.2%
JNJ vs RDDT
-48.8%
+100.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.0% | -2.2% | +4.0% |
| 7D | +1.9% | -24.4% | +26.3% | +1.2% |
| 30D | +9.2% | -32.3% | +41.5% | +8.1% |
| 3M | +8.9% | -36.3% | +45.2% | +7.6% |
| 6M | +24.6% | -39.7% | +64.3% | +23.2% |
| YTD | +35.7% | -55.7% | +91.3% | +34.4% |
| 1Y | +51.2% | -45.7% | +96.9% | +50.0% |
| All | +51.2% | -48.8% | +100.1% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 1y: compounded portfolio wealth divided by compounded RDDT 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…
1y analysis · Full analysis span regression · 6 months rolling