+86.9%
JHX vs DOCU
+80.0%
+6.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +2.0% |
| 7D | +1.5% | +6.9% | -5.4% | +0.4% |
| 30D | +7.2% | +19.0% | -11.8% | +4.0% |
| 3M | +29.9% | +34.3% | -4.4% | +23.2% |
| 6M | +35.4% | +48.0% | -12.6% | +25.4% |
| YTD | +46.5% | 0.0% | +46.4% | +44.3% |
| 1Y | +55.5% | -10.3% | +65.8% | +55.4% |
| 3Y | -0.4% | +32.4% | -32.8% | -9.6% |
| 5Y | -23.3% | -77.9% | +54.6% | -17.0% |
| All | +86.9% | +80.0% | +6.9% | +46.1% |
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