-26.7%
RIOT vs JHX
-27.7%
+1.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.9% |
| 7D | -1.5% | -6.3% | +4.8% | +2.3% |
| 30D | +5.7% | -7.7% | +13.4% | +10.8% |
| 3M | -17.9% | +19.2% | -37.0% | -26.5% |
| 6M | +45.0% | +38.3% | +6.7% | +19.3% |
| YTD | +69.5% | +37.2% | +32.3% | +39.8% |
| 1Y | +37.2% | +42.3% | -5.1% | +9.6% |
| 3Y | +111.7% | -4.4% | +116.1% | +66.2% |
| All | -26.7% | -27.7% | +1.0% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling