+73.6%
DLTR vs JBHT
+192.4%
-118.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.3% | -4.7% |
| 7D | -2.0% | -1.6% | -0.4% | -1.4% |
| 30D | +12.8% | -2.3% | +15.0% | +13.6% |
| 3M | +1.1% | -18.5% | +19.6% | +7.1% |
| 6M | +35.9% | -11.3% | +47.2% | +39.4% |
| YTD | +6.6% | +12.6% | -6.0% | +0.4% |
| 1Y | +28.6% | +29.8% | -1.2% | +15.4% |
| 3Y | +14.0% | +28.1% | -14.0% | -0.8% |
| 5Y | +19.2% | +17.7% | +1.5% | +4.4% |
| All | +73.6% | +192.4% | -118.8% | +26.0% |
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