-27.0%
RKT vs JHX
+34.6%
-61.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.7% |
| 7D | -7.2% | -4.9% | -2.4% | -5.2% |
| 30D | -7.9% | -9.3% | +1.4% | -3.8% |
| 3M | +5.2% | +28.1% | -22.9% | -5.3% |
| 6M | -14.9% | +35.2% | -50.1% | -25.3% |
| YTD | -31.9% | +35.9% | -67.7% | -40.3% |
| 1Y | -36.9% | +42.5% | -79.4% | -46.3% |
| 3Y | +35.7% | -4.5% | +40.2% | +22.4% |
| 5Y | -9.7% | -27.1% | +17.4% | -11.3% |
| All | -27.0% | +34.6% | -61.6% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling