+33,922.3%
ODFL vs JBHT
+8,576.0%
+25,346.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.0% |
| 7D | -6.3% | +4.9% | -11.2% | -8.0% |
| 30D | -13.6% | +0.6% | -14.2% | -13.8% |
| 3M | -24.2% | -3.2% | -21.0% | -23.1% |
| 6M | -13.8% | +17.0% | -30.7% | -18.5% |
| YTD | +19.0% | +41.7% | -22.6% | +4.9% |
| 1Y | +25.7% | +90.0% | -64.3% | -1.8% |
| 3Y | -13.1% | +47.0% | -60.1% | -24.7% |
| 5Y | +26.7% | +58.3% | -31.7% | +8.4% |
| 10Y | +721.5% | +273.9% | +447.6% | +435.4% |
| All | +33,922.3% | +8,576.0% | +25,346.3% | +13,419.9% |
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