+195.7%
DOCN vs JHX
-7.2%
+202.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +3.2% |
| 7D | -19.2% | +2.2% | -21.4% | -19.7% |
| 30D | -43.1% | +13.2% | -56.2% | -45.1% |
| 3M | -40.7% | -0.5% | -40.2% | -41.1% |
| 6M | -55.0% | +30.0% | -85.0% | -59.0% |
| YTD | +50.6% | +34.2% | +16.4% | +34.3% |
| 1Y | +54.0% | +60.6% | -6.7% | +29.8% |
| All | +195.7% | -7.2% | +202.9% | +159.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling