+139.7%
OKLO vs JBHT
+48.2%
+91.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.4% | -2.5% |
| 7D | +1.6% | +7.0% | -5.5% | +0.7% |
| 30D | -17.6% | +0.5% | -18.1% | -17.6% |
| 3M | -48.5% | -17.4% | -31.2% | -47.4% |
| 6M | -65.7% | -1.7% | -63.9% | -65.7% |
| YTD | -66.7% | +20.7% | -87.4% | -67.3% |
| 1Y | -76.5% | +41.1% | -117.5% | -77.1% |
| 3Y | +132.5% | +38.0% | +94.5% | +122.6% |
| 5Y | +142.8% | +22.5% | +120.4% | +132.2% |
| All | +139.7% | +48.2% | +91.5% | +127.3% |
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