+14,357.9%
OKE vs JBHT
+9,536.8%
+4,821.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.3% |
| 7D | -7.1% | +0.4% | -7.5% | -7.2% |
| 30D | -3.2% | -2.0% | -1.2% | -2.9% |
| 3M | +0.6% | -16.3% | +16.9% | +3.7% |
| 6M | +3.3% | -8.2% | +11.6% | +4.2% |
| YTD | +22.8% | +16.3% | +6.5% | +17.7% |
| 1Y | +32.5% | +32.2% | +0.3% | +23.7% |
| 3Y | +56.2% | +34.4% | +21.9% | +42.6% |
| 5Y | +73.6% | +20.3% | +53.3% | +60.8% |
| 10Y | +218.0% | +185.2% | +32.7% | +151.8% |
| All | +14,357.9% | +9,536.8% | +4,821.1% | +7,610.4% |
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