+54.2%
RGTI vs JHX
-14.5%
+68.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.2% |
| 7D | +0.5% | -6.3% | +6.8% | +3.6% |
| 30D | -17.1% | -7.7% | -9.4% | -13.8% |
| 3M | -26.0% | +19.2% | -45.2% | -32.3% |
| 6M | -9.9% | +38.3% | -48.1% | -24.0% |
| YTD | -31.1% | +37.2% | -68.3% | -41.9% |
| 1Y | -8.5% | +42.3% | -50.8% | -24.5% |
| 3Y | +652.2% | -4.4% | +656.6% | +602.6% |
| 5Y | +56.8% | -26.4% | +83.2% | +34.4% |
| All | +54.2% | -14.5% | +68.8% | +32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling