+145.0%
DKNG vs JBHT
+185.2%
-40.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -2.0% |
| 7D | -4.9% | +4.9% | -9.8% | -7.1% |
| 30D | +10.3% | +0.6% | +9.8% | +9.7% |
| 3M | -5.4% | -3.2% | -2.2% | -4.7% |
| 6M | -5.6% | +17.0% | -22.5% | -14.2% |
| YTD | -30.3% | +41.7% | -72.0% | -42.7% |
| 1Y | -49.3% | +90.0% | -139.3% | -64.7% |
| 3Y | -19.0% | +47.0% | -66.0% | -36.7% |
| 5Y | -60.7% | +58.3% | -119.0% | -70.2% |
| All | +145.0% | +185.2% | -40.2% | +30.7% |
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