-27.1%
RKT vs JHX
+35.9%
-63.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | -6.3% | -6.3% | +0.1% | -3.5% |
| 30D | -6.2% | -7.7% | +1.6% | -2.7% |
| 3M | -1.9% | +19.2% | -21.0% | -8.9% |
| 6M | -13.0% | +38.3% | -51.3% | -24.4% |
| YTD | -31.9% | +37.2% | -69.1% | -40.6% |
| 1Y | -37.6% | +42.3% | -79.8% | -46.8% |
| 3Y | +36.8% | -4.4% | +41.2% | +23.5% |
| 5Y | -9.7% | -26.4% | +16.6% | -11.8% |
| All | -27.1% | +35.9% | -63.0% | -55.8% |
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 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