+66.4%
DOCN vs JBHT
+46.9%
+19.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.6% | -12.3% | -13.8% |
| 7D | -29.3% | -1.4% | -27.9% | -28.5% |
| 30D | -46.0% | -3.1% | -43.0% | -45.0% |
| 3M | -43.2% | -19.5% | -23.6% | -36.4% |
| 6M | -53.7% | -9.6% | -44.1% | -52.2% |
| YTD | +46.9% | +13.3% | +33.6% | +30.5% |
| 1Y | +54.3% | +29.7% | +24.7% | +25.9% |
| 3Y | +185.5% | +28.3% | +157.2% | +125.8% |
| 5Y | -31.1% | +18.5% | -49.6% | -43.7% |
| All | +66.4% | +46.9% | +19.4% | +32.4% |
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 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