-45.7%
RDDT vs JHX
+44.7%
-90.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +8.3% | -2.3% | +3.8% |
| 7D | -24.4% | +13.3% | -37.6% | -27.0% |
| 30D | -32.3% | +17.1% | -49.4% | -35.2% |
| 3M | -36.3% | +4.1% | -40.4% | -37.2% |
| 6M | -39.7% | +48.5% | -88.2% | -44.0% |
| YTD | -55.7% | +42.3% | -97.9% | -59.3% |
| 1Y | -45.7% | +47.4% | -93.1% | -50.5% |
| All | -45.7% | +44.7% | -90.4% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling