+21.6%
DKS vs JBHT
+17.1%
+4.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -2.1% | -1.6% | -0.5% | -1.3% |
| 30D | +7.3% | -2.3% | +9.6% | +8.4% |
| 3M | -28.4% | -18.5% | -10.0% | -22.4% |
| 6M | -36.9% | -11.3% | -25.6% | -34.8% |
| YTD | -27.3% | +12.6% | -39.9% | -34.1% |
| 1Y | -33.2% | +29.8% | -63.0% | -43.8% |
| 3Y | +32.2% | +28.1% | +4.1% | +7.1% |
| All | +21.6% | +17.1% | +4.6% | -2.8% |
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