-28.8%
DPZ vs JBHT
+58.3%
-87.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.3% |
| 7D | -2.5% | +4.9% | -7.4% | -3.6% |
| 30D | -7.0% | +0.6% | -7.5% | -7.3% |
| 3M | +11.6% | -3.2% | +14.8% | +12.1% |
| 6M | -15.2% | +17.0% | -32.1% | -18.7% |
| YTD | -17.2% | +41.7% | -58.9% | -24.5% |
| 1Y | -24.8% | +90.0% | -114.8% | -36.7% |
| 3Y | -8.7% | +47.0% | -55.6% | -19.3% |
| All | -28.8% | +58.3% | -87.1% | -36.5% |
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 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