+42.1%
DVN vs JBHT
+184.1%
-142.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.7% | -1.0% |
| 7D | -12.8% | +0.4% | -13.2% | -13.0% |
| 30D | -12.1% | -2.0% | -10.2% | -11.7% |
| 3M | -0.7% | -16.3% | +15.6% | +6.4% |
| 6M | -5.8% | -8.2% | +2.5% | -4.5% |
| YTD | +17.9% | +16.3% | +1.6% | +4.7% |
| 1Y | +29.0% | +32.2% | -3.2% | +7.0% |
| 3Y | +6.0% | +34.4% | -28.4% | -17.7% |
| 5Y | +22.1% | +20.3% | +1.8% | -2.6% |
| All | +42.1% | +184.1% | -142.0% | -35.4% |
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