-62.3%
DKNG vs JBHT
+60.5%
-122.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +1.8% | +7.1% | -5.3% | -1.8% |
| 30D | -0.7% | +2.3% | -3.0% | -2.2% |
| 3M | -3.7% | -4.5% | +0.8% | -2.2% |
| 6M | -5.1% | +29.2% | -34.3% | -19.6% |
| YTD | -30.7% | +42.2% | -72.9% | -44.9% |
| 1Y | -48.5% | +93.7% | -142.2% | -66.6% |
| 3Y | -25.1% | +53.2% | -78.2% | -45.3% |
| 5Y | -62.3% | +62.4% | -124.8% | -72.8% |
| All | -62.3% | +60.5% | -122.8% | -72.8% |
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 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