+5,914.2%
DOV vs JBHT
+11,637.0%
-5,722.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.1% |
| 7D | -2.7% | +4.9% | -7.5% | -4.0% |
| 30D | -8.1% | +0.6% | -8.7% | -8.4% |
| 3M | -9.4% | -3.2% | -6.2% | -8.9% |
| 6M | -12.6% | +17.0% | -29.6% | -16.9% |
| YTD | -0.5% | +41.7% | -42.1% | -10.5% |
| 1Y | +9.2% | +90.0% | -80.7% | -10.5% |
| 3Y | +34.1% | +47.0% | -12.9% | +17.0% |
| 5Y | +17.3% | +58.3% | -41.1% | -0.7% |
| 10Y | +284.9% | +273.9% | +11.0% | +159.5% |
| All | +5,914.2% | +11,637.0% | -5,722.8% | +2,072.0% |
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