-11.4%
RKT vs JHX
-27.7%
+16.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | -6.3% | -6.3% | +0.1% | -3.6% |
| 30D | -6.2% | -7.7% | +1.6% | -2.9% |
| 3M | -1.9% | +19.2% | -21.0% | -8.6% |
| 6M | -13.0% | +38.3% | -51.3% | -23.9% |
| YTD | -31.9% | +37.2% | -69.1% | -40.2% |
| 1Y | -37.6% | +42.3% | -79.8% | -46.4% |
| 3Y | +36.8% | -4.4% | +41.2% | +24.1% |
| All | -11.4% | -27.7% | +16.2% | -20.1% |
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 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