+2,707.2%
DUK vs JBHT
+9,226.7%
-6,519.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +0.3% | -1.6% | +1.9% | +0.5% |
| 30D | +10.6% | -2.3% | +12.9% | +10.9% |
| 3M | +4.0% | -18.5% | +22.5% | +6.0% |
| 6M | +3.6% | -11.3% | +14.8% | +4.4% |
| YTD | +11.9% | +12.6% | -0.7% | +9.8% |
| 1Y | +6.7% | +29.8% | -23.1% | +3.1% |
| 3Y | +59.4% | +28.1% | +31.4% | +52.2% |
| 5Y | +52.4% | +17.7% | +34.7% | +45.7% |
| 10Y | +148.2% | +196.1% | -48.0% | +112.5% |
| All | +2,707.2% | +9,226.7% | -6,519.5% | +1,633.2% |
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