+209.0%
DKS vs JBHT
+272.5%
-63.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -2.0% |
| 7D | +3.0% | +4.9% | -1.9% | +0.4% |
| 30D | -30.5% | +0.6% | -31.1% | -31.1% |
| 3M | -35.7% | -3.2% | -32.5% | -35.2% |
| 6M | -29.7% | +17.0% | -46.6% | -36.6% |
| YTD | -28.9% | +41.7% | -70.5% | -42.6% |
| 1Y | -35.9% | +90.0% | -125.9% | -57.3% |
| 3Y | +28.2% | +47.0% | -18.8% | -3.4% |
| 5Y | +11.8% | +58.3% | -46.5% | -21.9% |
| All | +209.0% | +272.5% | -63.5% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling