+44.6%
DLR vs JHX
-27.7%
+72.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | +0.1% | -6.3% | +6.4% | +1.3% |
| 30D | -4.3% | -7.7% | +3.4% | -2.9% |
| 3M | +3.8% | +19.2% | -15.3% | +0.2% |
| 6M | +5.8% | +38.3% | -32.4% | -1.3% |
| YTD | +23.5% | +37.2% | -13.7% | +15.1% |
| 1Y | +11.1% | +42.3% | -31.2% | +2.4% |
| 3Y | +57.9% | -4.4% | +62.3% | +46.0% |
| All | +44.6% | -27.7% | +72.3% | +31.0% |
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