+71.3%
JHX vs DOCU
+104.2%
-32.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.2% | -2.6% |
| 7D | +2.2% | -5.5% | +7.8% | +3.2% |
| 30D | +13.2% | +12.6% | +0.5% | +10.9% |
| 3M | -0.5% | +36.4% | -36.9% | -5.9% |
| 6M | +30.0% | +66.8% | -36.8% | +18.3% |
| YTD | +34.2% | +13.5% | +20.8% | +29.3% |
| 1Y | +60.6% | +11.3% | +49.3% | +55.0% |
| 3Y | +3.6% | +92.1% | -88.4% | -11.8% |
| 5Y | -30.5% | -71.0% | +40.5% | -28.0% |
| All | +71.3% | +104.2% | -32.9% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling