+4,681.2%
DELL vs JBHT
+264.4%
+4,416.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.2% |
| 7D | +14.9% | +4.9% | +10.0% | +12.6% |
| 30D | +13.3% | +0.6% | +12.7% | +13.3% |
| 3M | +24.4% | -3.2% | +27.6% | +25.7% |
| 6M | +258.0% | +17.0% | +241.1% | +232.6% |
| YTD | +320.2% | +41.7% | +278.5% | +260.6% |
| 1Y | +319.1% | +90.0% | +229.1% | +212.4% |
| 3Y | +706.5% | +47.0% | +659.6% | +555.1% |
| 5Y | +1,071.9% | +58.3% | +1,013.6% | +799.6% |
| 10Y | +4,683.5% | +273.9% | +4,409.6% | +2,471.9% |
| All | +4,681.2% | +264.4% | +4,416.9% | +2,494.4% |
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 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