-4.4%
JHX vs DBX
+27.0%
-31.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | -6.3% | +2.1% | -8.4% | -6.7% |
| 30D | -7.7% | +5.7% | -13.5% | -8.7% |
| 3M | +19.2% | +31.8% | -12.6% | +13.4% |
| 6M | +38.3% | +37.5% | +0.8% | +30.0% |
| YTD | +37.2% | +27.9% | +9.3% | +31.1% |
| 1Y | +42.3% | +15.0% | +27.2% | +39.1% |
| 3Y | -4.4% | +27.2% | -31.6% | -15.8% |
| All | -4.4% | +27.0% | -31.4% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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