+20.9%
DBX vs JBHT
+29.5%
-8.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | -4.4% | -1.6% | -2.8% | -4.3% |
| 30D | +4.8% | -2.3% | +7.1% | +5.0% |
| 3M | +0.3% | -18.5% | +18.8% | +1.3% |
| 6M | +40.4% | -11.3% | +51.6% | +40.7% |
| YTD | +24.7% | +12.6% | +12.1% | +24.7% |
| 1Y | +20.9% | +29.8% | -8.9% | +15.1% |
| All | +20.9% | +29.5% | -8.6% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling