+14,225.1%
OKE vs JBHT
+9,226.7%
+4,998.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | -11.3% | -1.6% | -9.7% | -11.0% |
| 30D | -2.2% | -2.3% | +0.1% | -1.8% |
| 3M | -2.0% | -18.5% | +16.4% | +1.5% |
| 6M | +1.8% | -11.3% | +13.1% | +3.4% |
| YTD | +21.7% | +12.6% | +9.1% | +17.4% |
| 1Y | +31.9% | +29.8% | +2.1% | +23.6% |
| 3Y | +49.1% | +28.1% | +21.0% | +37.4% |
| 5Y | +71.9% | +17.7% | +54.2% | +59.9% |
| 10Y | +233.5% | +196.1% | +37.4% | +162.9% |
| All | +14,225.1% | +9,226.7% | +4,998.3% | +7,588.4% |
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 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