+57.4%
JNJ vs RIO
+73.7%
-16.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.2% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +7.4% | +4.0% | +3.4% | +7.2% |
| 3M | +21.2% | +0.1% | +21.1% | +21.8% |
| 6M | +13.4% | +12.7% | +0.7% | +12.3% |
| YTD | +35.1% | +35.6% | -0.4% | +31.3% |
| 1Y | +57.4% | +73.7% | -16.3% | +50.3% |
| All | +57.4% | +73.7% | -16.3% | +50.3% |
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