+10,284.9%
DGX vs JBHT
+7,924.5%
+2,360.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +1.5% | -1.6% | +3.1% | +1.8% |
| 30D | +12.6% | -2.3% | +14.9% | +13.0% |
| 3M | +7.6% | -18.5% | +26.0% | +10.9% |
| 6M | +36.2% | -11.3% | +47.5% | +38.0% |
| YTD | +49.8% | +12.6% | +37.2% | +45.4% |
| 1Y | +47.3% | +29.8% | +17.5% | +39.5% |
| 3Y | +102.1% | +28.1% | +74.0% | +88.1% |
| 5Y | +100.3% | +17.7% | +82.6% | +86.8% |
| 10Y | +283.1% | +196.1% | +87.0% | +200.8% |
| All | +10,284.9% | +7,924.5% | +2,360.4% | +4,694.3% |
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