+546.0%
ODFL vs JBHT
+182.5%
+363.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | -0.1% |
| 7D | +5.8% | +7.0% | -1.2% | +0.5% |
| 30D | -5.3% | +0.5% | -5.8% | -5.6% |
| 3M | -19.0% | -17.4% | -1.6% | -7.1% |
| 6M | -7.5% | -1.7% | -5.8% | -7.4% |
| YTD | +11.8% | +20.7% | -8.9% | -3.6% |
| 1Y | +29.7% | +41.1% | -11.4% | -0.5% |
| 3Y | -9.1% | +38.0% | -47.1% | -31.5% |
| 5Y | +0.2% | +22.5% | -22.2% | -17.4% |
| All | +546.0% | +182.5% | +363.6% | +166.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling