+8,847.8%
JNJ vs ROL
+9,745.6%
-897.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | +6.3% | +20.6% | -14.3% | +2.4% |
| 3M | +8.5% | +4.5% | +4.0% | +7.3% |
| 6M | +28.0% | -26.5% | +54.5% | +35.4% |
| YTD | +37.7% | -34.8% | +72.5% | +48.7% |
| 1Y | +47.9% | -33.2% | +81.1% | +59.0% |
| 3Y | +107.4% | +4.5% | +102.9% | +102.3% |
| 5Y | +97.7% | +15.5% | +82.2% | +86.6% |
| 10Y | +210.7% | +217.2% | -6.6% | +135.6% |
| All | +8,847.8% | +9,745.6% | -897.9% | +2,977.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling