+82.4%
DLTR vs JBHT
+186.6%
-104.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.3% |
| 7D | +5.0% | +0.9% | +4.1% | +4.8% |
| 30D | +18.7% | -1.1% | +19.8% | +19.2% |
| 3M | +8.9% | -14.8% | +23.7% | +13.7% |
| 6M | +49.4% | -7.4% | +56.9% | +51.3% |
| YTD | +14.5% | +17.3% | -2.8% | +6.4% |
| 1Y | +32.5% | +35.3% | -2.8% | +17.3% |
| 3Y | +23.4% | +33.9% | -10.5% | +5.8% |
| 5Y | +26.2% | +22.5% | +3.6% | +9.1% |
| 10Y | +82.4% | +181.3% | -98.9% | +24.8% |
| All | +82.4% | +186.6% | -104.2% | +24.8% |
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