+76.3%
DLTR vs JBHT
+182.5%
-106.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.5% | -3.0% |
| 7D | +5.3% | +7.0% | -1.7% | +3.0% |
| 30D | +13.4% | +0.5% | +12.9% | +13.2% |
| 3M | +6.6% | -17.4% | +24.0% | +12.5% |
| 6M | +59.1% | -1.7% | +60.8% | +57.8% |
| YTD | +12.3% | +20.7% | -8.5% | +3.3% |
| 1Y | +33.9% | +41.1% | -7.2% | +16.9% |
| 3Y | +23.0% | +38.0% | -15.0% | +4.4% |
| 5Y | +22.1% | +22.5% | -0.4% | +5.8% |
| All | +76.3% | +182.5% | -106.2% | +15.7% |
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