+162.4%
DLR vs JBHT
+192.4%
-30.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -3.6% | -1.6% | -2.0% | -3.2% |
| 30D | -3.5% | -2.3% | -1.2% | -3.0% |
| 3M | -8.9% | -18.5% | +9.5% | -4.7% |
| 6M | -11.6% | -11.3% | -0.3% | -10.0% |
| YTD | +14.9% | +12.6% | +2.3% | +9.3% |
| 1Y | +6.4% | +29.8% | -23.3% | -2.7% |
| 3Y | +47.3% | +28.1% | +19.2% | +31.6% |
| 5Y | +32.8% | +17.7% | +15.1% | +19.6% |
| All | +162.4% | +192.4% | -30.0% | +113.2% |
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 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