+87.1%
DOCN vs JHX
-23.3%
+110.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.7% | +14.4% | +13.4% |
| 7D | +16.3% | +4.5% | +11.8% | +14.1% |
| 30D | +2.0% | -1.2% | +3.3% | +2.3% |
| 3M | -25.2% | +32.8% | -57.9% | -35.0% |
| 6M | +132.7% | +41.2% | +91.5% | +93.4% |
| YTD | +163.3% | +43.9% | +119.4% | +115.9% |
| 1Y | +280.3% | +48.0% | +232.3% | +201.9% |
| 3Y | +371.8% | +1.2% | +370.7% | +285.2% |
| 5Y | +87.1% | -22.6% | +109.7% | +100.6% |
| All | +87.1% | -23.3% | +110.4% | +100.6% |
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