+78.8%
JNJ vs RKT
+37.5%
+41.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.7% |
| 7D | -3.0% | -1.0% | -2.0% | -2.9% |
| 30D | +2.5% | -2.4% | +4.9% | +2.6% |
| 3M | +13.2% | +1.9% | +11.4% | +13.0% |
| 6M | +11.3% | -13.9% | +25.1% | +11.5% |
| YTD | +31.1% | -30.6% | +61.8% | +31.9% |
| 1Y | +54.3% | -34.4% | +88.7% | +55.4% |
| All | +78.8% | +37.5% | +41.3% | +72.0% |
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