+3,595.7%
DLR vs JBHT
+1,610.1%
+1,985.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.8% |
| 7D | +1.6% | +4.9% | -3.3% | -0.4% |
| 30D | -3.4% | +0.6% | -3.9% | -3.7% |
| 3M | +0.5% | -3.2% | +3.7% | +1.1% |
| 6M | +4.6% | +17.0% | -12.4% | -3.1% |
| YTD | +23.4% | +41.7% | -18.2% | +5.4% |
| 1Y | +19.0% | +90.0% | -71.0% | -11.7% |
| 3Y | +56.5% | +47.0% | +9.5% | +25.1% |
| 5Y | +33.3% | +58.3% | -25.0% | +0.1% |
| 10Y | +165.1% | +273.9% | -108.8% | +21.6% |
| All | +3,595.7% | +1,610.1% | +1,985.6% | +667.2% |
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 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