+7,393.9%
JNJ vs RIO
+6,041.4%
+1,352.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.3% |
| 7D | -0.8% | +1.9% | -2.7% | -1.0% |
| 30D | +4.3% | +5.0% | -0.6% | +3.7% |
| 3M | +16.5% | +5.1% | +11.4% | +15.6% |
| 6M | +13.1% | +17.6% | -4.5% | +10.5% |
| YTD | +32.1% | +36.3% | -4.2% | +26.5% |
| 1Y | +54.5% | +71.2% | -16.7% | +43.5% |
| 3Y | +82.5% | +102.7% | -20.2% | +64.9% |
| 5Y | +80.0% | +99.6% | -19.6% | +60.6% |
| 10Y | +195.7% | +603.1% | -407.5% | +121.1% |
| All | +7,393.9% | +6,041.4% | +1,352.5% | +3,870.3% |
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 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