+3,551.7%
DLR vs JBHT
+1,318.3%
+2,233.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | +2.8% | +1.7% | +1.1% | +2.2% |
| 30D | +2.8% | -1.2% | +4.0% | +3.1% |
| 3M | -4.0% | -17.1% | +13.1% | +2.3% |
| 6M | -5.6% | -4.4% | -1.2% | -5.8% |
| YTD | +21.9% | +17.5% | +4.5% | +11.1% |
| 1Y | +13.0% | +32.6% | -19.6% | -2.3% |
| 3Y | +52.2% | +33.0% | +19.2% | +25.2% |
| 5Y | +40.3% | +20.3% | +20.0% | +17.3% |
| 10Y | +186.1% | +209.1% | -23.0% | +40.4% |
| All | +3,551.7% | +1,318.3% | +2,233.4% | +708.5% |
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