-20.2%
DOCN vs JBHT
+21.5%
-41.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.1% | -8.2% | -7.8% |
| 7D | -20.0% | +1.7% | -21.7% | -20.9% |
| 30D | -38.8% | -1.2% | -37.6% | -38.4% |
| 3M | -34.8% | -17.1% | -17.7% | -28.0% |
| 6M | -22.8% | -4.4% | -18.4% | -22.9% |
| YTD | +74.6% | +17.5% | +57.1% | +49.1% |
| 1Y | +116.4% | +32.6% | +83.8% | +69.7% |
| 3Y | +239.3% | +33.0% | +206.3% | +153.6% |
| 5Y | -20.2% | +20.3% | -40.6% | -38.7% |
| All | -20.2% | +21.5% | -41.7% | -38.7% |
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