+244.8%
ORCL vs JBHT
+192.4%
+52.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -11.2% | -1.6% | -9.6% | -10.7% |
| 30D | -18.8% | -2.3% | -16.5% | -18.5% |
| 3M | -18.8% | -18.5% | -0.3% | -14.4% |
| 6M | -39.7% | -11.3% | -28.5% | -38.6% |
| YTD | -39.6% | +12.6% | -52.2% | -43.4% |
| 1Y | -51.7% | +29.8% | -81.5% | -56.8% |
| 3Y | +10.2% | +28.1% | -17.9% | -4.2% |
| 5Y | +30.8% | +17.7% | +13.1% | +14.3% |
| All | +244.8% | +192.4% | +52.4% | +129.0% |
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