-18.5%
JHX vs RBRK
+124.5%
-143.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.2% |
| 7D | -6.3% | -7.5% | +1.2% | -5.7% |
| 30D | -7.7% | -10.4% | +2.7% | -7.1% |
| 3M | +19.2% | +21.3% | -2.1% | +16.6% |
| 6M | +38.3% | +50.6% | -12.4% | +32.2% |
| YTD | +37.2% | +13.3% | +23.9% | +34.0% |
| 1Y | +42.3% | +11.2% | +31.0% | +38.3% |
| All | -18.5% | +124.5% | -143.0% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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