+32.4%
DKS vs JBHT
+28.2%
+4.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -3.1% |
| 7D | -0.7% | -1.4% | +0.7% | -0.1% |
| 30D | +4.6% | -3.1% | +7.7% | +5.8% |
| 3M | -28.9% | -19.5% | -9.4% | -23.4% |
| 6M | -33.5% | -9.6% | -24.0% | -32.3% |
| YTD | -27.2% | +13.3% | -40.5% | -33.4% |
| 1Y | -33.8% | +29.7% | -63.5% | -43.1% |
| All | +32.4% | +28.2% | +4.2% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling