+47.4%
JHX vs RCAT
-59.1%
+106.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -10.3% | +18.6% | +9.3% |
| 7D | +13.3% | -18.5% | +31.8% | +15.4% |
| 30D | +17.1% | -37.0% | +54.1% | +22.4% |
| 3M | +4.1% | -54.9% | +58.9% | +12.4% |
| 6M | +48.5% | -63.6% | +112.1% | +61.1% |
| YTD | +42.3% | -49.6% | +91.8% | +47.6% |
| 1Y | +47.4% | -57.8% | +105.2% | +56.5% |
| All | +47.4% | -59.1% | +106.5% | +56.5% |
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