+57.4%
JNJ vs RGTI
-0.2%
+57.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.1% |
| 7D | +2.7% | -2.5% | +5.2% | +2.6% |
| 30D | +7.4% | -9.4% | +16.8% | +7.2% |
| 3M | +21.2% | -37.1% | +58.3% | +21.0% |
| 6M | +13.4% | -14.4% | +27.8% | +13.3% |
| YTD | +35.1% | -31.4% | +66.5% | +34.9% |
| 1Y | +57.4% | +0.5% | +56.9% | +60.3% |
| All | +57.4% | -0.2% | +57.6% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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