-60.9%
NKE vs JBHT
+38.8%
-99.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | 0.0% |
| 7D | -1.6% | +7.0% | -8.6% | -3.3% |
| 30D | +7.6% | +0.5% | +7.1% | +7.4% |
| 3M | -6.9% | -17.4% | +10.5% | -2.5% |
| 6M | -8.5% | -1.7% | -6.8% | -9.3% |
| YTD | -38.8% | +20.7% | -59.5% | -43.1% |
| 1Y | -40.6% | +41.1% | -81.6% | -47.3% |
| 3Y | -60.9% | +38.0% | -98.9% | -67.1% |
| All | -60.9% | +38.8% | -99.7% | -67.1% |
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