+193.4%
JNJ vs RL
+308.3%
-115.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -4.3% | -2.2% | -2.2% | -4.2% |
| 30D | +3.0% | -15.3% | +18.4% | +4.3% |
| 3M | +12.2% | -10.3% | +22.6% | +13.0% |
| 6M | +10.5% | -2.2% | +12.7% | +10.3% |
| YTD | +30.8% | -4.3% | +35.1% | +30.6% |
| 1Y | +54.9% | +8.9% | +46.1% | +53.1% |
| 3Y | +80.7% | +201.4% | -120.8% | +59.6% |
| 5Y | +83.4% | +230.6% | -147.1% | +57.4% |
| All | +193.4% | +308.3% | -115.0% | +130.8% |
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