+186.9%
DLR vs JBHT
+184.1%
+2.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +2.6% |
| 7D | +2.4% | +0.4% | +1.9% | +2.3% |
| 30D | +0.7% | -2.0% | +2.7% | +1.2% |
| 3M | -6.4% | -16.3% | +9.9% | -2.7% |
| 6M | -6.5% | -8.2% | +1.7% | -5.6% |
| YTD | +18.8% | +16.3% | +2.5% | +12.1% |
| 1Y | +9.0% | +32.2% | -23.2% | -0.8% |
| 3Y | +54.5% | +34.4% | +20.1% | +36.3% |
| 5Y | +35.8% | +20.3% | +15.5% | +21.6% |
| All | +186.9% | +184.1% | +2.8% | +107.4% |
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