+5,011.3%
ROL vs JHX
+2,220.4%
+2,790.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.5% |
| 7D | -3.2% | -4.9% | +1.6% | -2.4% |
| 30D | -6.6% | -9.3% | +2.7% | -5.2% |
| 3M | -27.3% | +28.1% | -55.4% | -30.6% |
| 6M | -38.1% | +35.2% | -73.3% | -41.8% |
| YTD | -41.8% | +35.9% | -77.6% | -45.4% |
| 1Y | -37.8% | +42.5% | -80.3% | -42.4% |
| 3Y | -0.3% | -4.5% | +4.1% | -6.0% |
| 5Y | -5.1% | -27.1% | +22.0% | -7.8% |
| 10Y | +208.4% | +104.2% | +104.2% | +136.0% |
| All | +5,011.3% | +2,220.4% | +2,790.8% | +2,546.9% |
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 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