+70.5%
DOCN vs JHX
-3.0%
+73.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +3.7% |
| 7D | -19.2% | +2.2% | -21.4% | -20.1% |
| 30D | -43.1% | +13.2% | -56.2% | -46.2% |
| 3M | -40.7% | -0.5% | -40.2% | -41.4% |
| 6M | -55.0% | +30.0% | -85.0% | -61.1% |
| YTD | +50.6% | +34.2% | +16.4% | +26.1% |
| 1Y | +54.0% | +60.6% | -6.7% | +18.2% |
| 3Y | +203.9% | +3.6% | +200.3% | +137.2% |
| 5Y | -29.4% | -30.5% | +1.1% | -28.6% |
| All | +70.5% | -3.0% | +73.5% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling