+38.7%
JBHT vs DUOL
+13.5%
+25.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.8% |
| 7D | -1.6% | +21.9% | -23.5% | -3.2% |
| 30D | -2.3% | +5.7% | -8.0% | -2.9% |
| 3M | -18.5% | +30.9% | -49.3% | -20.4% |
| 6M | -11.3% | +52.8% | -64.0% | -14.8% |
| YTD | +12.6% | -8.6% | +21.2% | +12.2% |
| 1Y | +29.8% | -17.2% | +47.0% | +30.3% |
| 3Y | +28.1% | +2.0% | +26.1% | +21.7% |
| 5Y | +17.7% | +4.4% | +13.3% | +1.3% |
| All | +38.7% | +13.5% | +25.3% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling