+21.7%
DBX vs JBHT
+98.1%
-76.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -4.4% | -1.6% | -2.8% | -3.9% |
| 30D | +4.8% | -2.3% | +7.1% | +5.4% |
| 3M | +0.3% | -18.5% | +18.8% | +5.9% |
| 6M | +40.4% | -11.3% | +51.6% | +43.6% |
| YTD | +24.7% | +12.6% | +12.1% | +17.1% |
| 1Y | +20.9% | +29.8% | -8.9% | +7.9% |
| 3Y | +34.5% | +28.1% | +6.4% | +17.3% |
| 5Y | +24.6% | +17.7% | +6.9% | +9.6% |
| All | +21.7% | +98.1% | -76.4% | -19.4% |
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