+5,984.7%
DKS vs JBHT
+3,931.0%
+2,053.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -2.6% |
| 7D | -0.7% | -1.4% | +0.7% | +0.1% |
| 30D | +4.6% | -3.1% | +7.7% | +6.2% |
| 3M | -28.9% | -19.5% | -9.4% | -21.6% |
| 6M | -33.5% | -9.6% | -24.0% | -31.5% |
| YTD | -27.2% | +13.3% | -40.5% | -34.0% |
| 1Y | -33.8% | +29.7% | -63.5% | -44.2% |
| 3Y | +31.5% | +28.3% | +3.2% | +7.3% |
| 5Y | +22.5% | +18.5% | +4.0% | +2.4% |
| 10Y | +231.0% | +198.1% | +32.9% | +65.6% |
| All | +5,984.7% | +3,931.0% | +2,053.7% | +1,076.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling