+45.9%
DVN vs JBHT
+192.4%
-146.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -19.1% | -1.6% | -17.5% | -18.5% |
| 30D | -11.8% | -2.3% | -9.6% | -11.3% |
| 3M | -1.5% | -18.5% | +17.0% | +6.8% |
| 6M | -8.2% | -11.3% | +3.1% | -5.5% |
| YTD | +17.4% | +12.6% | +4.8% | +5.8% |
| 1Y | +33.5% | +29.8% | +3.7% | +11.6% |
| 3Y | -0.3% | +28.1% | -28.4% | -20.7% |
| 5Y | +22.7% | +17.7% | +5.0% | -1.3% |
| All | +45.9% | +192.4% | -146.5% | -37.5% |
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