+29.1%
DLTR vs JBHT
+31.8%
-2.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +3.9% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | +15.7% | -2.2% | +17.8% | +16.2% |
| 3M | +4.8% | -16.5% | +21.3% | +8.4% |
| 6M | +45.6% | -8.4% | +54.1% | +44.6% |
| YTD | +11.6% | +16.1% | -4.5% | -2.0% |
| All | +29.1% | +31.8% | -2.7% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling