-0.1%
ODFL vs JBHT
+21.8%
-21.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.4% |
| 7D | -5.4% | +0.9% | -6.4% | -6.1% |
| 30D | -7.7% | -1.1% | -6.6% | -6.7% |
| 3M | -20.8% | -14.8% | -6.0% | -11.2% |
| 6M | -15.0% | -7.4% | -7.6% | -10.9% |
| YTD | +7.6% | +17.3% | -9.7% | -5.9% |
| 1Y | +22.7% | +35.3% | -12.6% | -3.8% |
| 3Y | -12.9% | +33.9% | -46.8% | -33.7% |
| 5Y | -0.1% | +22.5% | -22.6% | -19.2% |
| All | -0.1% | +21.8% | -21.9% | -19.2% |
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