+101.6%
JHX vs RL
+311.3%
-209.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -6.3% | -3.4% | -2.9% | -5.1% |
| 30D | -7.7% | -14.4% | +6.7% | -2.3% |
| 3M | +19.2% | -13.6% | +32.7% | +25.4% |
| 6M | +38.3% | +0.6% | +37.7% | +38.0% |
| YTD | +37.2% | -3.6% | +40.8% | +38.9% |
| 1Y | +42.3% | +8.3% | +33.9% | +38.0% |
| 3Y | -4.4% | +204.8% | -209.2% | -38.0% |
| 5Y | -26.4% | +232.9% | -259.3% | -54.9% |
| All | +101.6% | +311.3% | -209.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling