+49.1%
JNJ vs ROL
-34.6%
+83.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.3% |
| 7D | +4.1% | -1.7% | +5.8% | +4.3% |
| 30D | +14.0% | +18.5% | -4.5% | +11.5% |
| 3M | +9.2% | +4.3% | +4.9% | +8.6% |
| 6M | +27.8% | -27.7% | +55.5% | +33.0% |
| YTD | +39.2% | -35.8% | +75.0% | +42.4% |
| 1Y | +49.1% | -34.1% | +83.2% | +51.2% |
| All | +49.1% | -34.6% | +83.8% | +51.2% |
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