+212.2%
DOCN vs JHX
+0.7%
+211.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.2% | +7.9% | +6.0% |
| 7D | +26.5% | +1.6% | +24.9% | +25.5% |
| 30D | +2.3% | -5.0% | +7.3% | +4.0% |
| 3M | -21.2% | +24.5% | -45.6% | -29.6% |
| 6M | +130.6% | +34.9% | +95.7% | +95.3% |
| YTD | +175.7% | +39.3% | +136.4% | +129.0% |
| 1Y | +286.6% | +48.6% | +238.0% | +205.7% |
| 3Y | +394.1% | -2.0% | +396.1% | +310.9% |
| 5Y | +92.1% | -24.4% | +116.4% | +87.9% |
| All | +212.2% | +0.7% | +211.4% | +171.4% |
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