+652.2%
RGTI vs JHX
-4.5%
+656.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.2% |
| 7D | +0.5% | -6.3% | +6.8% | +3.7% |
| 30D | -17.1% | -7.7% | -9.4% | -13.7% |
| 3M | -26.0% | +19.2% | -45.2% | -32.5% |
| 6M | -9.9% | +38.3% | -48.1% | -24.4% |
| YTD | -31.1% | +37.2% | -68.3% | -42.2% |
| 1Y | -8.5% | +42.3% | -50.8% | -25.0% |
| 3Y | +652.2% | -4.4% | +656.6% | +596.6% |
| All | +652.2% | -4.5% | +656.7% | +596.6% |
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 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