+28.6%
DBX vs JBHT
+15.0%
+13.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.6% | 0.0% |
| 7D | -1.5% | -1.4% | -0.1% | -1.1% |
| 30D | +6.0% | -3.1% | +9.1% | +6.8% |
| 3M | +2.2% | -19.5% | +21.7% | +7.5% |
| 6M | +40.7% | -9.6% | +50.3% | +42.7% |
| YTD | +28.6% | +13.3% | +15.3% | +21.1% |
| 1Y | +22.8% | +29.7% | -6.9% | +10.5% |
| 3Y | +37.5% | +28.3% | +9.2% | +22.1% |
| 5Y | +28.6% | +18.5% | +10.1% | +10.0% |
| All | +28.6% | +15.0% | +13.6% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling