-50.3%
DOCS vs JBHT
+80.4%
-130.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.6% | -3.8% |
| 7D | -1.4% | +4.9% | -6.3% | -3.2% |
| 30D | +21.8% | +0.6% | +21.2% | +21.3% |
| 3M | +27.3% | -3.2% | +30.5% | +27.9% |
| 6M | -0.3% | +17.0% | -17.3% | -8.7% |
| YTD | -40.5% | +41.7% | -82.1% | -50.4% |
| 1Y | -61.5% | +90.0% | -151.5% | -72.5% |
| 3Y | +8.2% | +47.0% | -38.8% | -14.1% |
| 5Y | -73.4% | +58.3% | -131.7% | -79.5% |
| All | -50.3% | +80.4% | -130.7% | -64.3% |
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