+77.8%
JNJ vs RDW
+241.5%
-163.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.3% |
| 7D | -3.5% | +0.9% | -4.4% | -3.5% |
| 30D | +2.3% | -21.3% | +23.6% | +2.1% |
| 3M | +12.0% | -37.9% | +49.8% | +11.7% |
| 6M | +10.5% | +12.3% | -1.8% | +10.8% |
| YTD | +30.4% | +39.7% | -9.3% | +30.9% |
| 1Y | +52.1% | +25.7% | +26.5% | +52.9% |
| 3Y | +77.8% | +230.8% | -153.0% | +70.2% |
| All | +77.8% | +241.5% | -163.7% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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