+72.2%
DOCU vs JBHT
+152.6%
-80.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.6% |
| 7D | +6.9% | +4.9% | +2.0% | +4.9% |
| 30D | +19.0% | +0.6% | +18.4% | +18.5% |
| 3M | +34.3% | -3.2% | +37.5% | +35.4% |
| 6M | +48.0% | +17.0% | +31.1% | +37.0% |
| YTD | 0.0% | +41.7% | -41.6% | -15.0% |
| 1Y | -10.3% | +90.0% | -100.3% | -33.9% |
| 3Y | +32.4% | +47.0% | -14.6% | +6.3% |
| 5Y | -77.9% | +58.3% | -136.2% | -82.8% |
| All | +72.2% | +152.6% | -80.4% | +9.7% |
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