+6,161.3%
NKE vs JBHT
+11,637.0%
-5,475.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.6% |
| 7D | -2.0% | +4.9% | -6.9% | -3.2% |
| 30D | -8.6% | +0.6% | -9.2% | -8.9% |
| 3M | -11.0% | -3.2% | -7.8% | -10.6% |
| 6M | -33.2% | +17.0% | -50.2% | -36.2% |
| YTD | -38.1% | +41.7% | -79.8% | -43.7% |
| 1Y | -47.4% | +90.0% | -137.3% | -55.9% |
| 3Y | -59.8% | +47.0% | -106.8% | -64.5% |
| 5Y | -74.2% | +58.3% | -132.5% | -77.7% |
| 10Y | -23.5% | +273.9% | -297.4% | -46.2% |
| All | +6,161.3% | +11,637.0% | -5,475.7% | +1,902.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling