-23.1%
NKE vs JBHT
+273.4%
-296.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.1% |
| 7D | -2.0% | +4.9% | -6.9% | -4.0% |
| 30D | -8.6% | +0.6% | -9.2% | -9.2% |
| 3M | -11.0% | -3.2% | -7.8% | -10.5% |
| 6M | -33.2% | +17.0% | -50.2% | -38.4% |
| YTD | -38.1% | +41.7% | -79.8% | -47.5% |
| 1Y | -47.4% | +90.0% | -137.3% | -61.5% |
| 3Y | -59.8% | +47.0% | -106.8% | -68.0% |
| 5Y | -74.2% | +58.3% | -132.5% | -80.5% |
| All | -23.1% | +273.4% | -296.5% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling