+8.9%
DOCS vs JBHT
+47.5%
-38.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.6% | -3.3% |
| 7D | -1.4% | +4.9% | -6.3% | -2.4% |
| 30D | +21.8% | +0.6% | +21.2% | +21.6% |
| 3M | +27.3% | -3.2% | +30.5% | +27.7% |
| 6M | -0.3% | +17.0% | -17.3% | -5.0% |
| YTD | -40.5% | +41.7% | -82.1% | -46.7% |
| 1Y | -61.5% | +90.0% | -151.5% | -68.8% |
| All | +8.9% | +47.5% | -38.6% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling