+87.1%
DOCN vs JHX
+1.2%
+85.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.5% | +2.8% |
| 7D | -12.1% | +6.6% | -18.7% | -14.6% |
| 30D | -41.0% | +15.6% | -56.7% | -44.7% |
| 3M | -38.7% | -4.5% | -34.2% | -38.2% |
| 6M | -51.5% | +38.5% | -90.0% | -59.2% |
| YTD | +65.3% | +40.0% | +25.3% | +36.0% |
| 1Y | +53.9% | +67.0% | -13.1% | +16.4% |
| 3Y | +215.6% | -0.6% | +216.2% | +161.5% |
| 5Y | -26.2% | -26.1% | -0.1% | -27.4% |
| All | +87.1% | +1.2% | +85.9% | +61.2% |
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