+97.6%
DKNG vs JBHT
+136.2%
-38.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.7% | +3.1% |
| 7D | -11.7% | +0.9% | -12.7% | -12.1% |
| 30D | -1.1% | -1.1% | 0.0% | -0.8% |
| 3M | -20.2% | -14.8% | -5.4% | -15.2% |
| 6M | -24.1% | -7.4% | -16.7% | -23.2% |
| YTD | -43.8% | +17.3% | -61.1% | -50.1% |
| 1Y | -36.6% | +35.3% | -71.9% | -47.6% |
| 3Y | -44.7% | +33.9% | -78.7% | -55.7% |
| 5Y | -52.9% | +22.5% | -75.4% | -60.6% |
| All | +97.6% | +136.2% | -38.7% | +13.7% |
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