-35.9%
DKS vs JBHT
+89.9%
-125.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -1.0% |
| 7D | +3.0% | +4.9% | -1.9% | +2.0% |
| 30D | -30.5% | +0.6% | -31.1% | -30.7% |
| 3M | -35.7% | -3.2% | -32.5% | -35.4% |
| 6M | -29.7% | +17.0% | -46.6% | -32.0% |
| YTD | -28.9% | +41.7% | -70.5% | -33.0% |
| 1Y | -35.9% | +90.0% | -125.9% | -39.5% |
| All | -35.9% | +89.9% | -125.8% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling