+7,857.0%
JNJ vs RIO
+4,806.4%
+3,050.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +3.5% | -0.9% | +4.4% | +3.6% |
| 30D | +12.5% | -9.1% | +21.6% | +13.8% |
| 3M | +9.6% | -13.7% | +23.2% | +11.5% |
| 6M | +25.3% | -24.3% | +49.7% | +29.3% |
| YTD | +40.3% | +8.9% | +31.4% | +38.0% |
| 1Y | +49.6% | +22.7% | +27.0% | +44.9% |
| 3Y | +110.8% | +51.2% | +59.6% | +97.5% |
| 5Y | +99.1% | +88.1% | +11.0% | +78.9% |
| 10Y | +216.6% | +352.3% | -135.8% | +149.7% |
| All | +7,857.0% | +4,806.4% | +3,050.6% | +4,231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling