+80.3%
DLTR vs JBHT
+176.2%
-95.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.4% | +4.2% | -1.8% | +1.1% |
| 30D | +21.5% | -0.4% | +21.9% | +21.7% |
| 3M | +9.8% | -17.3% | +27.2% | +15.9% |
| 6M | +58.6% | -3.5% | +62.1% | +58.3% |
| YTD | +14.8% | +18.0% | -3.2% | +6.5% |
| 1Y | +33.0% | +35.5% | -2.5% | +17.8% |
| 3Y | +23.8% | +34.8% | -10.9% | +5.9% |
| 5Y | +24.9% | +19.7% | +5.2% | +9.0% |
| All | +80.3% | +176.2% | -95.8% | +19.3% |
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