-71.7%
DOCU vs JBHT
+21.5%
-93.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -3.7% | +1.7% | -5.4% | -4.5% |
| 30D | +15.0% | -1.2% | +16.1% | +15.4% |
| 3M | +39.9% | -17.1% | +57.0% | +51.0% |
| 6M | +66.2% | -4.4% | +70.5% | +66.4% |
| YTD | +17.7% | +17.5% | +0.2% | +3.8% |
| 1Y | +13.7% | +32.6% | -18.9% | -6.3% |
| 3Y | +95.9% | +33.0% | +62.9% | +50.7% |
| 5Y | -71.7% | +20.3% | -92.0% | -78.4% |
| All | -71.7% | +21.5% | -93.2% | -78.4% |
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