+91.4%
ORCL vs JBHT
+58.3%
+33.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.4% |
| 7D | +5.3% | +4.9% | +0.4% | +4.2% |
| 30D | +10.0% | +0.6% | +9.4% | +9.9% |
| 3M | -32.6% | -3.2% | -29.4% | -32.4% |
| 6M | +4.9% | +17.0% | -12.0% | +0.1% |
| YTD | -17.8% | +41.7% | -59.4% | -25.5% |
| 1Y | -28.0% | +90.0% | -118.0% | -40.3% |
| 3Y | +36.0% | +47.0% | -11.0% | +19.0% |
| All | +91.4% | +58.3% | +33.2% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling