+125.1%
DUK vs JBHT
+276.8%
-151.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | +0.7% | +7.1% | -6.4% | -0.3% |
| 30D | -2.0% | +2.3% | -4.4% | -2.5% |
| 3M | +0.2% | -4.5% | +4.7% | +0.7% |
| 6M | -6.9% | +29.2% | -36.1% | -10.9% |
| YTD | +6.1% | +42.2% | -36.0% | -0.2% |
| 1Y | +4.4% | +93.7% | -89.3% | -7.3% |
| 3Y | +49.1% | +53.2% | -4.1% | +36.0% |
| 5Y | +39.6% | +62.4% | -22.9% | +22.4% |
| 10Y | +125.1% | +274.7% | -149.5% | +51.5% |
| All | +125.1% | +276.8% | -151.7% | +51.5% |
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 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