-34.5%
RBLX vs JHX
+0.7%
-35.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.0% |
| 7D | +5.1% | -6.3% | +11.4% | +7.5% |
| 30D | +28.0% | -7.7% | +35.8% | +31.6% |
| 3M | +4.6% | +19.2% | -14.5% | -2.3% |
| 6M | -24.7% | +38.3% | -62.9% | -34.2% |
| YTD | -43.8% | +37.2% | -81.1% | -51.0% |
| 1Y | -65.8% | +42.3% | -108.1% | -70.9% |
| 3Y | +59.4% | -4.4% | +63.8% | +32.5% |
| 5Y | -48.2% | -26.4% | -21.8% | -54.9% |
| All | -34.5% | +0.7% | -35.3% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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