+192.5%
JNJ vs RIO
+608.6%
-416.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -3.5% | -3.2% | -0.3% | -3.0% |
| 30D | +2.3% | +0.9% | +1.4% | +2.1% |
| 3M | +12.0% | -1.4% | +13.4% | +12.0% |
| 6M | +10.5% | +10.9% | -0.5% | +8.1% |
| YTD | +30.4% | +31.2% | -0.8% | +23.9% |
| 1Y | +52.1% | +67.9% | -15.8% | +38.7% |
| 3Y | +77.8% | +88.8% | -11.0% | +57.5% |
| 5Y | +82.9% | +93.1% | -10.2% | +57.8% |
| All | +192.5% | +608.6% | -416.1% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling