+157.4%
DUK vs JBHT
+186.6%
-29.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +1.9% | +0.9% | +1.0% | +1.8% |
| 30D | +10.5% | -1.1% | +11.6% | +10.7% |
| 3M | +7.3% | -14.8% | +22.1% | +9.5% |
| 6M | +5.7% | -7.4% | +13.1% | +6.1% |
| YTD | +12.9% | +17.3% | -4.4% | +8.9% |
| 1Y | +8.6% | +35.3% | -26.8% | +2.2% |
| 3Y | +63.5% | +33.9% | +29.6% | +51.0% |
| 5Y | +52.4% | +22.5% | +29.8% | +40.6% |
| 10Y | +157.4% | +181.3% | -23.9% | +95.9% |
| All | +157.4% | +186.6% | -29.2% | +95.9% |
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