+65.7%
DUK vs JBHT
+35.7%
+30.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | -0.6% | +0.5% | -1.1% | -0.6% |
| 30D | +9.4% | -0.1% | +9.5% | +9.4% |
| 3M | +5.4% | -14.0% | +19.5% | +5.3% |
| 6M | +4.9% | -5.1% | +10.0% | +4.9% |
| YTD | +12.7% | +18.0% | -5.3% | +13.3% |
| 1Y | +7.8% | +36.5% | -28.7% | +8.5% |
| All | +65.7% | +35.7% | +30.0% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling