+192.5%
JNJ vs RVTY
+145.6%
+46.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.8% |
| 7D | -3.5% | -4.5% | +1.0% | -2.7% |
| 30D | +2.3% | +5.5% | -3.1% | +1.3% |
| 3M | +12.0% | +22.5% | -10.5% | +7.7% |
| 6M | +10.5% | +38.9% | -28.4% | +3.3% |
| YTD | +30.4% | +28.7% | +1.6% | +23.1% |
| 1Y | +52.1% | +45.5% | +6.6% | +39.7% |
| 3Y | +77.8% | +16.4% | +61.4% | +66.8% |
| 5Y | +82.9% | -32.7% | +115.6% | +92.6% |
| All | +192.5% | +145.6% | +46.9% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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