+103.1%
DOCN vs JHX
-3.1%
+106.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.0% | -4.5% |
| 7D | +19.1% | -0.2% | +19.3% | +19.0% |
| 30D | -21.0% | +13.1% | -34.1% | -25.5% |
| 3M | -34.7% | -10.0% | -24.7% | -32.6% |
| 6M | -45.8% | +38.9% | -84.7% | -54.7% |
| YTD | +79.4% | +34.0% | +45.4% | +50.1% |
| 1Y | +91.0% | +66.0% | +25.0% | +44.1% |
| 3Y | +237.5% | -6.2% | +243.7% | +187.0% |
| 5Y | -30.4% | -31.6% | +1.2% | -29.1% |
| All | +103.1% | -3.1% | +106.2% | +77.8% |
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