+77.8%
JNJ vs RGTI
+671.2%
-593.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -3.5% | +0.5% | -4.0% | -3.5% |
| 30D | +2.3% | -17.1% | +19.4% | +2.3% |
| 3M | +12.0% | -26.0% | +38.0% | +12.0% |
| 6M | +10.5% | -9.9% | +20.3% | +10.4% |
| YTD | +30.4% | -31.1% | +61.5% | +30.4% |
| 1Y | +52.1% | -8.5% | +60.6% | +51.8% |
| 3Y | +77.8% | +652.2% | -574.4% | +75.8% |
| All | +77.8% | +671.2% | -593.4% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling