-50.1%
DXCM vs JBHT
+17.1%
-67.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.8% |
| 7D | -3.5% | -1.6% | -1.9% | -2.9% |
| 30D | -5.8% | -2.3% | -3.5% | -5.1% |
| 3M | -4.3% | -18.5% | +14.1% | +1.5% |
| 6M | +31.6% | -11.3% | +42.8% | +35.1% |
| YTD | +19.6% | +12.6% | +7.1% | +12.4% |
| 1Y | +36.9% | +29.8% | +7.1% | +22.1% |
| 3Y | -16.3% | +28.1% | -44.4% | -27.8% |
| All | -50.1% | +17.1% | -67.2% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling