+16.4%
DBX vs JBHT
+107.7%
-91.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | -8.1% | +0.5% | -8.6% | -8.3% |
| 30D | -4.9% | -0.1% | -4.8% | -5.0% |
| 3M | -2.7% | -14.0% | +11.3% | +1.0% |
| 6M | +25.2% | -5.1% | +30.3% | +25.3% |
| YTD | +19.3% | +18.0% | +1.2% | +10.3% |
| 1Y | +6.6% | +36.5% | -29.9% | -6.4% |
| 3Y | +24.6% | +34.8% | -10.2% | +6.9% |
| 5Y | +23.5% | +21.4% | +2.1% | +7.6% |
| All | +16.4% | +107.7% | -91.3% | -24.0% |
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