-1.8%
DECK vs JBHT
+47.5%
-49.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.3% | +0.4% |
| 7D | -2.2% | +4.9% | -7.1% | -4.1% |
| 30D | -13.6% | +0.6% | -14.2% | -14.0% |
| 3M | -21.2% | -3.2% | -18.0% | -20.7% |
| 6M | -21.1% | +17.0% | -38.0% | -27.0% |
| YTD | -17.2% | +41.7% | -58.9% | -30.1% |
| 1Y | -30.7% | +90.0% | -120.7% | -49.2% |
| All | -1.8% | +47.5% | -49.3% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling