+241.6%
DIA vs JBHT
+194.3%
+47.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | 0.0% | -2.4% |
| 7D | -1.6% | -1.4% | -0.2% | -1.2% |
| 30D | 0.0% | -3.1% | +3.0% | +0.9% |
| 3M | -4.9% | -19.5% | +14.6% | +1.1% |
| 6M | +5.0% | -9.6% | +14.6% | +6.9% |
| YTD | +8.2% | +13.3% | -5.1% | +1.4% |
| 1Y | +10.3% | +29.7% | -19.4% | -1.4% |
| 3Y | +58.4% | +28.3% | +30.1% | +36.9% |
| 5Y | +54.3% | +18.5% | +35.9% | +33.5% |
| All | +241.6% | +194.3% | +47.3% | +95.4% |
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 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