+62.5%
DRAM vs JHX
+57.4%
+5.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +8.3% | -13.6% | -8.4% |
| 7D | -16.6% | +13.3% | -29.9% | -21.2% |
| 30D | -26.9% | +17.1% | -44.0% | -32.2% |
| 3M | -17.8% | +4.1% | -21.9% | -19.3% |
| 6M | +6.2% | +48.5% | -42.3% | -13.3% |
| All | +62.5% | +57.4% | +5.1% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling