+21.4%
JBHT vs DUOL
-5.7%
+27.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.1% | +0.2% |
| 7D | +0.5% | +1.8% | -1.3% | +0.3% |
| 30D | -0.1% | +11.1% | -11.2% | -1.2% |
| 3M | -14.0% | +21.2% | -35.2% | -15.8% |
| 6M | -5.1% | +56.1% | -61.2% | -9.4% |
| YTD | +18.0% | -6.5% | +24.5% | +17.4% |
| 1Y | +36.5% | -15.8% | +52.3% | +37.0% |
| 3Y | +34.8% | -22.4% | +57.2% | +30.8% |
| 5Y | +21.4% | +8.3% | +13.1% | +2.9% |
| All | +21.4% | -5.7% | +27.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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