+110.8%
JNJ vs RKT
+75.2%
+35.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.5% | -9.0% | +12.4% | +3.7% |
| 30D | +12.5% | +30.2% | -17.7% | +11.9% |
| 3M | +9.6% | -8.8% | +18.4% | +9.7% |
| 6M | +25.3% | -0.9% | +26.3% | +25.1% |
| YTD | +40.3% | -29.2% | +69.5% | +40.9% |
| 1Y | +49.6% | -20.1% | +69.7% | +49.7% |
| 3Y | +110.8% | +81.3% | +29.5% | +108.3% |
| All | +110.8% | +75.2% | +35.6% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling