+29.2%
DKS vs JBHT
+22.9%
+6.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +1.3% | +0.5% | +0.8% | +1.1% |
| 30D | +8.9% | -0.1% | +9.0% | +8.9% |
| 3M | -26.4% | -14.0% | -12.3% | -22.0% |
| 6M | -31.1% | -5.1% | -26.0% | -31.0% |
| YTD | -22.8% | +18.0% | -40.8% | -31.4% |
| 1Y | -29.5% | +36.5% | -66.0% | -42.0% |
| 3Y | +42.8% | +34.8% | +8.0% | +13.0% |
| 5Y | +29.2% | +21.4% | +7.7% | +1.0% |
| All | +29.2% | +22.9% | +6.3% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling