-33.5%
RDDT vs JHX
+56.2%
-89.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.6% |
| 7D | +1.0% | +1.5% | -0.6% | +0.5% |
| 30D | -0.5% | +7.2% | -7.7% | -2.1% |
| 3M | -16.0% | +29.9% | -45.9% | -20.6% |
| 6M | +4.9% | +35.4% | -30.5% | -3.2% |
| YTD | -32.8% | +46.5% | -79.3% | -38.7% |
| 1Y | -33.5% | +55.5% | -89.0% | -39.6% |
| All | -33.5% | +56.2% | -89.7% | -39.6% |
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