+22.3%
DBX vs JBHT
+149.2%
-127.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -3.3% |
| 7D | -2.4% | +4.9% | -7.3% | -3.9% |
| 30D | -0.5% | +0.6% | -1.1% | -0.8% |
| 3M | +28.1% | -3.2% | +31.3% | +28.7% |
| 6M | +33.1% | +17.0% | +16.1% | +25.2% |
| YTD | +25.3% | +41.7% | -16.4% | +10.4% |
| 1Y | +18.3% | +90.0% | -71.6% | -7.1% |
| 3Y | +25.0% | +47.0% | -22.0% | +5.6% |
| 5Y | +7.5% | +58.3% | -50.8% | -13.5% |
| All | +22.3% | +149.2% | -127.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling