+236.7%
DKS vs JBHT
+186.6%
+50.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.1% |
| 7D | +9.4% | +0.9% | +8.5% | +9.0% |
| 30D | +9.8% | -1.1% | +10.9% | +10.3% |
| 3M | -29.3% | -14.8% | -14.5% | -24.2% |
| 6M | -32.6% | -7.4% | -25.1% | -31.5% |
| YTD | -22.6% | +17.3% | -39.9% | -31.7% |
| 1Y | -29.8% | +35.3% | -65.1% | -43.0% |
| 3Y | +43.2% | +33.9% | +9.3% | +11.7% |
| 5Y | +29.8% | +22.5% | +7.3% | +3.8% |
| 10Y | +236.7% | +181.3% | +55.3% | +60.6% |
| All | +236.7% | +186.6% | +50.1% | +60.6% |
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