+51.2%
JNJ vs RIO
+29.3%
+21.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +3.7% |
| 7D | +1.9% | -1.6% | +3.5% | +1.9% |
| 30D | +9.2% | -11.6% | +20.8% | +9.6% |
| 3M | +8.9% | -12.7% | +21.6% | +9.3% |
| 6M | +24.6% | -12.4% | +37.0% | +25.0% |
| YTD | +35.7% | +11.0% | +24.7% | +31.5% |
| 1Y | +51.2% | +30.8% | +20.4% | +46.5% |
| All | +51.2% | +29.3% | +21.9% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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