+82.8%
JNJ vs RDDT
+235.7%
-152.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.2% |
| 7D | -3.5% | +2.1% | -5.6% | -3.4% |
| 30D | +2.3% | +2.8% | -0.5% | +2.5% |
| 3M | +12.0% | -8.9% | +20.9% | +12.0% |
| 6M | +10.5% | +15.1% | -4.6% | +11.5% |
| YTD | +30.4% | -31.4% | +61.8% | +29.8% |
| 1Y | +52.1% | -39.4% | +91.6% | +51.1% |
| All | +82.8% | +235.7% | -152.9% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling