+55.3%
DVN vs JBHT
+183.5%
-128.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | +1.9% | +0.5% | +1.4% | +1.7% |
| 30D | -8.2% | -0.1% | -8.1% | -8.5% |
| 3M | -0.3% | -14.0% | +13.7% | +5.5% |
| 6M | -2.5% | -5.1% | +2.6% | -2.7% |
| YTD | +25.0% | +18.0% | +7.0% | +10.2% |
| 1Y | +31.1% | +36.5% | -5.4% | +7.0% |
| 3Y | +8.7% | +34.8% | -26.1% | -15.6% |
| 5Y | +33.3% | +21.4% | +11.9% | +6.0% |
| 10Y | +55.3% | +178.0% | -122.7% | -30.6% |
| All | +55.3% | +183.5% | -128.2% | -30.6% |
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