+741.1%
DECK vs JBHT
+272.5%
+468.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.3% | +0.2% |
| 7D | -2.2% | +4.9% | -7.1% | -4.5% |
| 30D | -13.6% | +0.6% | -14.2% | -14.1% |
| 3M | -21.2% | -3.2% | -18.0% | -20.6% |
| 6M | -21.1% | +17.0% | -38.0% | -27.9% |
| YTD | -17.2% | +41.7% | -58.9% | -31.6% |
| 1Y | -30.7% | +90.0% | -120.7% | -51.3% |
| 3Y | -3.4% | +47.0% | -50.3% | -24.5% |
| 5Y | +25.5% | +58.3% | -32.8% | -7.8% |
| All | +741.1% | +272.5% | +468.6% | +309.8% |
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