-5.3%
JHX vs RCAT
+733.0%
-738.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | -4.9% | -5.4% | +0.5% | -4.5% |
| 30D | -9.3% | -24.2% | +14.9% | -7.8% |
| 3M | +28.1% | -25.8% | +53.9% | +29.8% |
| 6M | +35.2% | -44.9% | +80.1% | +38.1% |
| YTD | +35.9% | +1.9% | +34.0% | +33.6% |
| 1Y | +42.5% | -5.2% | +47.7% | +39.6% |
| All | -5.3% | +733.0% | -738.3% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling