+101.6%
JHX vs RRX
+228.4%
-126.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -0.7% |
| 7D | -6.3% | -0.3% | -6.0% | -6.2% |
| 30D | -7.7% | -6.1% | -1.6% | -5.2% |
| 3M | +19.2% | -23.1% | +42.2% | +31.4% |
| 6M | +38.3% | -19.5% | +57.8% | +49.0% |
| YTD | +37.2% | +16.1% | +21.1% | +23.5% |
| 1Y | +42.3% | +12.9% | +29.4% | +28.2% |
| 3Y | -4.4% | +7.9% | -12.3% | -17.1% |
| 5Y | -26.4% | +19.1% | -45.5% | -41.7% |
| All | +101.6% | +228.4% | -126.8% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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