+14.0%
DLTR vs JBHT
+27.4%
-13.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.3% | -4.8% |
| 7D | -2.0% | -1.6% | -0.4% | -1.6% |
| 30D | +12.8% | -2.3% | +15.0% | +13.4% |
| 3M | +1.1% | -18.5% | +19.6% | +5.2% |
| 6M | +35.9% | -11.3% | +47.2% | +38.1% |
| YTD | +6.6% | +12.6% | -6.0% | +2.0% |
| 1Y | +28.6% | +29.8% | -1.2% | +19.1% |
| 3Y | +14.0% | +28.1% | -14.0% | -8.8% |
| All | +14.0% | +27.4% | -13.3% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling