+159.1%
OKLO vs JBHT
+44.9%
+114.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | +16.9% | +0.5% | +16.4% | +16.9% |
| 30D | -19.7% | -0.1% | -19.6% | -19.6% |
| 3M | -45.0% | -14.0% | -31.0% | -44.0% |
| 6M | -66.9% | -5.1% | -61.8% | -66.8% |
| YTD | -64.0% | +18.0% | -82.0% | -64.5% |
| 1Y | -75.2% | +36.5% | -111.7% | -75.8% |
| 3Y | +151.1% | +34.8% | +116.3% | +141.1% |
| 5Y | +162.8% | +21.4% | +141.4% | +152.1% |
| All | +159.1% | +44.9% | +114.2% | +146.5% |
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