Adamant and Jolly are the two best natures as a general rule for Dragonites. Dragonite has a fairly slow base 80 speed, so it's normal to get it outsped by others. Additionally, you may not have 31 IVs or 252 EVs on speed, which further affects it.
Anyway Jolly Dragonite is generally outclassed by Adamant Dragonite (Like Choice Band Dragonite), but it works on Dragon Dance sets including bulky Dragon Dance in Gen 5. I would normally suggest an Adamant Nature for Dragonite though.