+23.0%
DG vs JBHT
+28.2%
-5.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.6% | +1.0% | -2.2% |
| 7D | +6.1% | -1.4% | +7.5% | +6.3% |
| 30D | +11.9% | -3.1% | +15.0% | +12.3% |
| 3M | +9.3% | -19.5% | +28.8% | +11.4% |
| 6M | +19.1% | -9.6% | +28.7% | +20.3% |
| YTD | +5.9% | +13.3% | -7.4% | +5.4% |
| 1Y | +39.8% | +29.7% | +10.1% | +38.2% |
| All | +23.0% | +28.2% | -5.2% | +10.9% |
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