+29.0%
NFLX vs JBHT
+58.3%
-29.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.8% | -8.2% | -6.0% |
| 7D | -4.2% | +4.9% | -9.1% | -5.3% |
| 30D | +5.5% | +0.6% | +4.9% | +5.1% |
| 3M | -4.1% | -3.2% | -0.9% | -3.7% |
| 6M | -20.7% | +17.0% | -37.6% | -24.2% |
| YTD | -16.5% | +41.7% | -58.2% | -24.0% |
| 1Y | -37.8% | +90.0% | -127.8% | -48.0% |
| 3Y | +77.9% | +47.0% | +30.9% | +57.0% |
| All | +29.0% | +58.3% | -29.3% | +9.5% |
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