+219.1%
RCL vs JHX
-27.7%
+246.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | -1.9% | -6.3% | +4.4% | +0.6% |
| 30D | -15.5% | -7.7% | -7.8% | -12.9% |
| 3M | -9.7% | +19.2% | -28.8% | -16.3% |
| 6M | -8.7% | +38.3% | -47.0% | -20.6% |
| YTD | -5.8% | +37.2% | -43.0% | -18.1% |
| 1Y | -24.5% | +42.3% | -66.7% | -35.7% |
| 3Y | +173.9% | -4.4% | +178.3% | +133.7% |
| All | +219.1% | -27.7% | +246.7% | +233.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling