-52.3%
DOCS vs JBHT
+21.5%
-73.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.3% | +5.9% |
| 7D | +1.2% | +1.7% | -0.5% | +0.6% |
| 30D | +21.3% | -1.2% | +22.5% | +21.8% |
| 3M | +58.4% | -17.1% | +75.5% | +68.5% |
| 6M | +39.3% | -4.4% | +43.7% | +37.3% |
| YTD | -21.7% | +17.5% | -39.2% | -30.9% |
| 1Y | -47.3% | +32.6% | -79.9% | -56.3% |
| 3Y | +58.2% | +33.0% | +25.1% | +25.4% |
| 5Y | -52.3% | +20.3% | -72.6% | -61.8% |
| All | -52.3% | +21.5% | -73.8% | -61.8% |
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