+55.5%
JHX vs RCAT
-2.3%
+57.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.8% |
| 7D | +1.5% | -1.4% | +3.0% | +1.7% |
| 30D | +7.2% | -3.3% | +10.5% | +7.4% |
| 3M | +29.9% | -43.2% | +73.1% | +35.9% |
| 6M | +35.4% | -43.2% | +78.5% | +39.2% |
| YTD | +46.5% | +5.5% | +40.9% | +41.3% |
| 1Y | +55.5% | -1.6% | +57.2% | +49.9% |
| All | +55.5% | -2.3% | +57.9% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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