+148.5%
DUK vs JBHT
+191.4%
-42.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.9% | -0.2% |
| 7D | -0.2% | +0.2% | -0.5% | -0.3% |
| 30D | +9.8% | -2.2% | +12.0% | +10.1% |
| 3M | +3.5% | -16.5% | +20.0% | +5.9% |
| 6M | +5.0% | -8.4% | +13.4% | +5.6% |
| YTD | +12.2% | +16.1% | -3.9% | +8.4% |
| 1Y | +7.2% | +31.9% | -24.7% | +1.4% |
| 3Y | +63.0% | +34.1% | +28.9% | +50.5% |
| 5Y | +52.3% | +20.1% | +32.2% | +41.2% |
| 10Y | +148.5% | +184.7% | -36.1% | +96.3% |
| All | +148.5% | +191.4% | -42.9% | +96.3% |
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