+87.7%
JNJ vs RGTI
+53.1%
+34.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.3% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +3.0% | -16.2% | +19.2% | +3.0% |
| 3M | +12.2% | -22.0% | +34.3% | +12.2% |
| 6M | +10.5% | -10.8% | +21.2% | +10.5% |
| YTD | +30.8% | -31.6% | +62.3% | +30.7% |
| 1Y | +54.9% | -6.4% | +61.3% | +55.0% |
| 3Y | +80.7% | +665.7% | -585.0% | +83.3% |
| 5Y | +83.4% | +55.6% | +27.8% | +79.3% |
| All | +87.7% | +53.1% | +34.5% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling