+6,402.6%
NKE vs JBHT
+9,536.8%
-3,134.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +2.6% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | +14.9% | -2.0% | +16.8% | +15.4% |
| 3M | -3.4% | -16.3% | +12.9% | +0.4% |
| 6M | -7.9% | -8.2% | +0.4% | -6.7% |
| YTD | -35.8% | +16.3% | -52.1% | -38.8% |
| 1Y | -32.6% | +32.2% | -64.8% | -37.8% |
| 3Y | -60.0% | +34.4% | -94.4% | -64.0% |
| 5Y | -74.9% | +20.3% | -95.2% | -76.8% |
| 10Y | -9.8% | +185.2% | -195.0% | -32.6% |
| All | +6,402.6% | +9,536.8% | -3,134.2% | +2,075.5% |
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