-10.4%
RKT vs JHX
+44.7%
-55.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +8.3% | +0.4% | +2.6% |
| 7D | +29.7% | +13.3% | +16.5% | +18.6% |
| 30D | +28.5% | +17.1% | +11.4% | +14.8% |
| 3M | +6.4% | +4.1% | +2.3% | +3.2% |
| 6M | +7.1% | +48.5% | -41.4% | -17.8% |
| YTD | -22.5% | +42.3% | -64.7% | -39.2% |
| 1Y | -10.4% | +47.4% | -57.8% | -31.1% |
| All | -10.4% | +44.7% | -55.1% | -31.1% |
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