-20.0%
ONON vs JBHT
+69.5%
-89.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.7% |
| 7D | -3.0% | +4.9% | -7.9% | -5.4% |
| 30D | -26.7% | +0.6% | -27.3% | -27.1% |
| 3M | -25.3% | -3.2% | -22.1% | -24.8% |
| 6M | -35.3% | +17.0% | -52.2% | -41.4% |
| YTD | -39.8% | +41.7% | -81.4% | -51.0% |
| 1Y | -39.2% | +90.0% | -129.2% | -58.5% |
| 3Y | -4.2% | +47.0% | -51.2% | -27.4% |
| All | -20.0% | +69.5% | -89.6% | -44.0% |
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 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