+56.4%
DVN vs JBHT
+273.4%
-217.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.8% |
| 7D | +1.5% | +4.9% | -3.4% | -0.8% |
| 30D | +14.2% | +0.6% | +13.6% | +13.4% |
| 3M | +5.2% | -3.2% | +8.4% | +5.7% |
| 6M | +11.9% | +17.0% | -5.1% | +1.1% |
| YTD | +32.8% | +41.7% | -8.8% | +8.6% |
| 1Y | +38.6% | +90.0% | -51.4% | -4.9% |
| 3Y | +0.5% | +47.0% | -46.5% | -23.9% |
| 5Y | +111.0% | +58.3% | +52.7% | +46.7% |
| All | +56.4% | +273.4% | -217.1% | -38.0% |
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 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