+29.8%
ORCL vs JBHT
+15.0%
+14.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.6% | -3.4% | -6.2% |
| 7D | -17.5% | -1.4% | -16.1% | -17.2% |
| 30D | -20.2% | -3.1% | -17.1% | -19.7% |
| 3M | -19.9% | -19.5% | -0.4% | -16.4% |
| 6M | -37.4% | -9.6% | -27.8% | -36.9% |
| YTD | -40.1% | +13.3% | -53.4% | -43.4% |
| 1Y | -53.4% | +29.7% | -83.1% | -57.6% |
| 3Y | +10.4% | +28.3% | -17.9% | -2.1% |
| 5Y | +29.8% | +18.5% | +11.3% | +12.2% |
| All | +29.8% | +15.0% | +14.8% | +12.2% |
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