+54.9%
JNJ vs RL
+9.4%
+45.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -4.3% | -2.2% | -2.2% | -4.3% |
| 30D | +3.0% | -15.3% | +18.4% | +3.3% |
| 3M | +12.2% | -10.3% | +22.6% | +12.3% |
| 6M | +10.5% | -2.2% | +12.7% | +10.2% |
| YTD | +30.8% | -4.3% | +35.1% | +29.8% |
| 1Y | +54.9% | +8.9% | +46.1% | +53.5% |
| All | +54.9% | +9.4% | +45.6% | +53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling