+31.2%
DVN vs JBHT
+33.2%
-2.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.4% |
| 7D | -8.8% | +0.9% | -9.8% | -8.9% |
| 30D | -10.0% | -1.1% | -8.9% | -10.0% |
| 3M | -3.7% | -14.8% | +11.1% | -2.8% |
| 6M | -3.5% | -7.4% | +3.9% | -2.7% |
| YTD | +20.8% | +17.3% | +3.4% | +19.7% |
| 1Y | +31.2% | +35.3% | -4.1% | +27.5% |
| All | +31.2% | +33.2% | -2.0% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling