+272.9%
DXCM vs JBHT
+272.5%
+0.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -3.0% |
| 7D | -3.2% | +4.9% | -8.1% | -4.9% |
| 30D | +6.3% | +0.6% | +5.8% | +5.9% |
| 3M | +21.1% | -3.2% | +24.3% | +22.0% |
| 6M | +20.6% | +17.0% | +3.6% | +13.4% |
| YTD | +32.4% | +41.7% | -9.2% | +16.3% |
| 1Y | +8.8% | +90.0% | -81.1% | -14.7% |
| 3Y | -13.7% | +47.0% | -60.7% | -28.0% |
| 5Y | -35.2% | +58.3% | -93.5% | -48.4% |
| All | +272.9% | +272.5% | +0.4% | +103.3% |
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 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