-15.2%
RDW vs JHX
+53.7%
-68.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -2.9% | -16.9% | -17.9% |
| 7D | -32.4% | +6.4% | -38.8% | -35.3% |
| 30D | -41.7% | +12.3% | -54.0% | -46.4% |
| 3M | -42.3% | +1.1% | -43.3% | -43.1% |
| 6M | -28.8% | +42.2% | -71.0% | -45.9% |
| YTD | -18.6% | +38.1% | -56.7% | -39.8% |
| 1Y | -15.2% | +54.9% | -70.1% | -45.5% |
| All | -15.2% | +53.7% | -68.9% | -45.5% |
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