+83.4%
JNJ vs RDDT
+230.5%
-147.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | -0.1% |
| 7D | -4.3% | -0.4% | -3.9% | -4.3% |
| 30D | +3.0% | -0.5% | +3.6% | +3.1% |
| 3M | +12.2% | -9.8% | +22.0% | +12.2% |
| 6M | +10.5% | +15.8% | -5.4% | +11.5% |
| YTD | +30.8% | -32.4% | +63.2% | +30.1% |
| 1Y | +54.9% | -40.0% | +95.0% | +53.9% |
| All | +83.4% | +230.5% | -147.2% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling