+145.3%
DAL vs JBHT
+272.5%
-127.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.3% |
| 7D | +0.1% | +4.9% | -4.8% | -2.4% |
| 30D | -13.9% | +0.6% | -14.5% | -14.4% |
| 3M | +1.1% | -3.2% | +4.3% | +2.1% |
| 6M | +26.2% | +17.0% | +9.3% | +14.8% |
| YTD | +16.4% | +41.7% | -25.2% | -4.5% |
| 1Y | +33.9% | +90.0% | -56.1% | -8.1% |
| 3Y | +93.4% | +47.0% | +46.4% | +49.2% |
| 5Y | +106.4% | +58.3% | +48.0% | +48.8% |
| All | +145.3% | +272.5% | -127.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 10y: compounded portfolio wealth divided by compounded JBHT 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…
10y analysis · Full analysis span regression · 6 months rolling