+193.4%
JNJ vs ROL
+210.1%
-16.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -4.3% | -3.2% | -1.1% | -3.6% |
| 30D | +3.0% | -6.6% | +9.6% | +4.7% |
| 3M | +12.2% | -27.3% | +39.5% | +20.7% |
| 6M | +10.5% | -38.1% | +48.5% | +23.3% |
| YTD | +30.8% | -41.8% | +72.5% | +47.6% |
| 1Y | +54.9% | -37.8% | +92.7% | +71.7% |
| 3Y | +80.7% | -0.3% | +81.0% | +76.1% |
| 5Y | +83.4% | -5.1% | +88.5% | +77.9% |
| All | +193.4% | +210.1% | -16.7% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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