+2,541.1%
DUK vs JBHT
+11,637.0%
-9,095.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.3% |
| 7D | 0.0% | +4.9% | -4.9% | -0.5% |
| 30D | -1.7% | +0.6% | -2.2% | -1.8% |
| 3M | -0.4% | -3.2% | +2.8% | -0.3% |
| 6M | -7.2% | +17.0% | -24.2% | -9.1% |
| YTD | +5.3% | +41.7% | -36.4% | +1.1% |
| 1Y | +3.0% | +90.0% | -87.0% | -4.6% |
| 3Y | +53.1% | +47.0% | +6.1% | +44.4% |
| 5Y | +37.9% | +58.3% | -20.4% | +28.0% |
| 10Y | +124.8% | +273.9% | -149.1% | +88.3% |
| All | +2,541.1% | +11,637.0% | -9,095.9% | +1,495.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling