+12.3%
DVN vs JBHT
+35.7%
-23.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +7.8% | +4.2% | +3.6% | +6.8% |
| 30D | -7.9% | -0.4% | -7.5% | -8.0% |
| 3M | +3.7% | -17.3% | +21.1% | +7.9% |
| 6M | +0.2% | -3.5% | +3.7% | -0.4% |
| YTD | +28.6% | +18.0% | +10.6% | +19.5% |
| 1Y | +34.6% | +35.5% | -0.9% | +19.6% |
| All | +12.3% | +35.7% | -23.4% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling