-58.0%
NKE vs JBHT
+51.6%
-109.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.7% |
| 7D | -2.0% | +4.9% | -6.9% | -3.3% |
| 30D | -8.6% | +0.6% | -9.2% | -9.0% |
| 3M | -11.0% | -3.2% | -7.8% | -10.6% |
| 6M | -33.2% | +17.0% | -50.2% | -36.7% |
| YTD | -38.1% | +41.7% | -79.8% | -44.6% |
| 1Y | -47.4% | +90.0% | -137.3% | -57.1% |
| All | -58.0% | +51.6% | -109.5% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling