+2,220.4%
JHX vs RIO
+2,432.8%
-212.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -0.9% |
| 7D | -4.9% | -3.4% | -1.5% | -3.6% |
| 30D | -9.3% | +0.6% | -9.9% | -9.6% |
| 3M | +28.1% | +2.5% | +25.5% | +26.7% |
| 6M | +35.2% | +10.8% | +24.4% | +30.2% |
| YTD | +35.9% | +30.5% | +5.4% | +22.7% |
| 1Y | +42.5% | +68.1% | -25.6% | +16.8% |
| 3Y | -4.5% | +94.0% | -98.5% | -26.0% |
| 5Y | -27.1% | +92.0% | -119.1% | -44.7% |
| 10Y | +104.2% | +589.0% | -484.8% | -3.6% |
| All | +2,220.4% | +2,432.8% | -212.3% | +736.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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