+33,471.1%
ORCL vs JBHT
+11,637.0%
+21,834.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.3% |
| 7D | +5.3% | +4.9% | +0.4% | +3.9% |
| 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% | -0.7% |
| YTD | -17.8% | +41.7% | -59.4% | -26.6% |
| 1Y | -28.0% | +90.0% | -118.0% | -41.7% |
| 3Y | +36.0% | +47.0% | -11.0% | +16.4% |
| 5Y | +88.7% | +58.3% | +30.4% | +55.5% |
| 10Y | +346.9% | +273.9% | +73.0% | +178.9% |
| All | +33,471.1% | +11,637.0% | +21,834.1% | +6,410.8% |
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