+317.9%
DRI vs JBHT
+176.2%
+141.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | +4.2% | -4.5% | -2.0% |
| 30D | +10.8% | -0.4% | +11.2% | +10.9% |
| 3M | +0.9% | -17.3% | +18.2% | +7.9% |
| 6M | +16.3% | -3.5% | +19.8% | +15.6% |
| YTD | +27.8% | +18.0% | +9.7% | +15.5% |
| 1Y | +33.9% | +35.5% | -1.7% | +13.7% |
| 3Y | +67.2% | +34.8% | +32.4% | +35.4% |
| 5Y | +79.0% | +19.7% | +59.3% | +48.7% |
| All | +317.9% | +176.2% | +141.8% | +100.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling