+52.1%
JNJ vs ROL
-37.8%
+89.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.5% | -3.2% | -0.4% | -3.1% |
| 30D | +2.3% | -4.9% | +7.2% | +3.0% |
| 3M | +12.0% | -25.8% | +37.8% | +16.4% |
| 6M | +10.5% | -37.6% | +48.0% | +17.0% |
| YTD | +30.4% | -41.5% | +71.9% | +37.3% |
| 1Y | +52.1% | -39.5% | +91.6% | +59.7% |
| All | +52.1% | -37.8% | +89.9% | +59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling