+59.9%
JBHT vs DUOL
-6.3%
+66.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.6% | +3.0% |
| 7D | +4.9% | +5.1% | -0.2% | +4.5% |
| 30D | +0.6% | +14.1% | -13.6% | -0.6% |
| 3M | -3.2% | +41.5% | -44.7% | -6.1% |
| 6M | +17.0% | +60.6% | -43.7% | +11.9% |
| YTD | +41.7% | -12.0% | +53.6% | +42.1% |
| 1Y | +90.0% | -43.4% | +133.3% | +96.5% |
| 3Y | +47.0% | +3.7% | +43.3% | +39.4% |
| All | +59.9% | -6.3% | +66.2% | +36.3% |
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