+210.7%
JNJ vs RL
+347.1%
-136.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +1.5% | -4.4% | +5.9% | +1.8% |
| 30D | +6.3% | +5.6% | +0.7% | +5.9% |
| 3M | +8.5% | -0.6% | +9.1% | +8.4% |
| 6M | +28.0% | +15.5% | +12.5% | +26.3% |
| YTD | +37.7% | +12.3% | +25.3% | +35.8% |
| 1Y | +47.9% | +19.3% | +28.6% | +45.2% |
| 3Y | +107.4% | +255.5% | -148.2% | +81.0% |
| 5Y | +97.7% | +247.1% | -149.3% | +70.6% |
| 10Y | +210.7% | +346.0% | -135.4% | +137.9% |
| All | +210.7% | +347.1% | -136.5% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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