+15,770.1%
OKE vs JBHT
+11,637.0%
+4,133.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.9% |
| 7D | +0.7% | +4.9% | -4.2% | -0.2% |
| 30D | +9.4% | +0.6% | +8.8% | +9.1% |
| 3M | +8.6% | -3.2% | +11.8% | +8.9% |
| 6M | +15.3% | +17.0% | -1.7% | +11.0% |
| YTD | +34.8% | +41.7% | -6.9% | +24.7% |
| 1Y | +35.3% | +90.0% | -54.7% | +17.1% |
| 3Y | +69.5% | +47.0% | +22.5% | +52.4% |
| 5Y | +135.2% | +58.3% | +76.9% | +106.9% |
| 10Y | +261.7% | +273.9% | -12.2% | +173.3% |
| All | +15,770.1% | +11,637.0% | +4,133.1% | +8,070.4% |
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