+14.2%
DBX vs JBHT
+20.5%
-6.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.1% | -6.8% |
| 7D | -8.6% | +0.2% | -8.8% | -8.7% |
| 30D | -5.2% | -2.2% | -3.0% | -4.8% |
| 3M | -6.4% | -16.5% | +10.1% | -2.6% |
| 6M | +12.7% | -8.4% | +21.2% | +13.8% |
| YTD | +17.2% | +16.1% | +1.1% | +9.6% |
| 1Y | +5.5% | +31.9% | -26.4% | -5.5% |
| 3Y | +24.1% | +34.1% | -10.0% | +8.5% |
| 5Y | +14.2% | +20.1% | -5.9% | -2.4% |
| All | +14.2% | +20.5% | -6.3% | -2.4% |
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 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