+60.1%
DOCN vs JBHT
+58.3%
+1.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +1.1% |
| 7D | +1.1% | +4.9% | -3.7% | -1.9% |
| 30D | -9.6% | +0.6% | -10.2% | -9.8% |
| 3M | -37.7% | -3.2% | -34.5% | -36.9% |
| 6M | +115.2% | +17.0% | +98.3% | +91.9% |
| YTD | +133.7% | +41.7% | +92.1% | +82.6% |
| 1Y | +250.2% | +90.0% | +160.2% | +117.8% |
| 3Y | +320.3% | +47.0% | +273.3% | +208.9% |
| All | +60.1% | +58.3% | +1.8% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling