+145.0%
OKLO vs JBHT
+44.9%
+100.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +27.3% | +4.2% | +23.2% | +26.7% |
| 30D | -23.1% | -0.4% | -22.7% | -23.0% |
| 3M | -45.8% | -17.3% | -28.5% | -44.6% |
| 6M | -66.8% | -3.5% | -63.3% | -66.8% |
| YTD | -65.9% | +18.0% | -84.0% | -66.5% |
| 1Y | -78.0% | +35.5% | -113.5% | -78.5% |
| 3Y | +137.4% | +34.8% | +102.6% | +128.0% |
| 5Y | +148.2% | +19.7% | +128.5% | +138.1% |
| All | +145.0% | +44.9% | +100.1% | +133.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling