+230.8%
RDW vs JHX
-4.5%
+235.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.8% |
| 7D | +0.9% | -6.3% | +7.2% | +3.9% |
| 30D | -21.3% | -7.7% | -13.5% | -18.3% |
| 3M | -37.9% | +19.2% | -57.0% | -43.2% |
| 6M | +12.3% | +38.3% | -26.0% | -4.0% |
| YTD | +39.7% | +37.2% | +2.5% | +20.1% |
| 1Y | +25.7% | +42.3% | -16.6% | +5.9% |
| 3Y | +230.8% | -4.4% | +235.2% | +256.8% |
| All | +230.8% | -4.5% | +235.3% | +256.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling