-75.4%
NKE vs JBHT
+17.1%
-92.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | -0.2% | -1.6% | +1.4% | +0.4% |
| 30D | +12.3% | -2.3% | +14.6% | +13.2% |
| 3M | -7.1% | -18.5% | +11.3% | -0.6% |
| 6M | -10.3% | -11.3% | +0.9% | -7.8% |
| YTD | -37.8% | +12.6% | -50.4% | -42.6% |
| 1Y | -35.6% | +29.8% | -65.3% | -44.1% |
| 3Y | -61.4% | +28.1% | -89.5% | -68.1% |
| All | -75.4% | +17.1% | -92.5% | -79.9% |
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 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