+164.6%
DOCN vs JBHT
+83.7%
+81.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +1.2% |
| 7D | +1.1% | +4.9% | -3.7% | -1.7% |
| 30D | -9.6% | +0.6% | -10.2% | -9.7% |
| 3M | -37.7% | -3.2% | -34.5% | -36.9% |
| 6M | +115.2% | +17.0% | +98.3% | +93.2% |
| YTD | +133.7% | +41.7% | +92.1% | +85.3% |
| 1Y | +250.2% | +90.0% | +160.2% | +124.4% |
| 3Y | +320.3% | +47.0% | +273.3% | +214.7% |
| 5Y | +53.1% | +58.3% | -5.2% | +12.0% |
| All | +164.6% | +83.7% | +81.0% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling