+192.5%
JNJ vs RJF
+429.3%
-236.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -3.5% | -2.7% | -0.8% | -3.0% |
| 30D | +2.3% | -4.3% | +6.6% | +3.1% |
| 3M | +12.0% | +15.7% | -3.7% | +8.9% |
| 6M | +10.5% | +17.8% | -7.3% | +6.9% |
| YTD | +30.4% | +9.2% | +21.2% | +27.6% |
| 1Y | +52.1% | +2.8% | +49.4% | +50.4% |
| 3Y | +77.8% | +69.5% | +8.3% | +55.7% |
| 5Y | +82.9% | +105.9% | -23.0% | +49.0% |
| All | +192.5% | +429.3% | -236.8% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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