+57.4%
JNJ vs RKT
-21.9%
+79.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.2% |
| 7D | +2.7% | +2.1% | +0.6% | +2.7% |
| 30D | +7.4% | +1.4% | +5.9% | +7.4% |
| 3M | +21.2% | +6.3% | +14.9% | +21.1% |
| 6M | +13.4% | -15.5% | +28.9% | +13.5% |
| YTD | +35.1% | -27.4% | +62.5% | +34.8% |
| 1Y | +57.4% | -26.6% | +84.0% | +56.6% |
| All | +57.4% | -21.9% | +79.3% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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