+60.9%
JHX vs RPRX
+57.8%
+3.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +1.6% | -4.0% | +5.6% | +2.6% |
| 30D | -5.0% | +4.9% | -9.9% | -6.2% |
| 3M | +24.5% | +9.4% | +15.1% | +21.4% |
| 6M | +34.9% | +33.3% | +1.6% | +25.3% |
| YTD | +39.3% | +59.0% | -19.6% | +23.8% |
| 1Y | +48.6% | +69.2% | -20.7% | +29.4% |
| 3Y | -2.0% | +124.1% | -126.1% | -22.4% |
| 5Y | -24.4% | +77.9% | -102.3% | -35.4% |
| All | +60.9% | +57.8% | +3.1% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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