-32.2%
JHX vs DOCU
-69.1%
+36.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -3.8% | +1.6% | -5.4% | -4.1% |
| 30D | +11.7% | +10.8% | +0.9% | +9.7% |
| 3M | -10.7% | +38.0% | -48.6% | -15.9% |
| 6M | +36.5% | +77.4% | -40.9% | +22.3% |
| YTD | +32.8% | +17.2% | +15.6% | +27.2% |
| 1Y | +62.5% | +15.6% | +46.9% | +55.7% |
| 3Y | -5.7% | +95.6% | -101.3% | -21.4% |
| 5Y | -32.2% | -69.7% | +37.5% | -37.4% |
| All | -32.2% | -69.1% | +36.9% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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