+26,157.2%
ORCL vs JBHT
+9,634.5%
+16,522.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.3% |
| 7D | -14.4% | +1.7% | -16.1% | -14.8% |
| 30D | -12.8% | -1.2% | -11.7% | -12.8% |
| 3M | -14.8% | -17.1% | +2.3% | -10.7% |
| 6M | -30.9% | -4.4% | -26.5% | -30.9% |
| YTD | -35.7% | +17.5% | -53.2% | -39.9% |
| 1Y | -49.5% | +32.6% | -82.1% | -54.5% |
| 3Y | +18.6% | +33.0% | -14.4% | +3.8% |
| 5Y | +38.4% | +20.3% | +18.1% | +22.8% |
| 10Y | +275.2% | +209.1% | +66.1% | +145.6% |
| All | +26,157.2% | +9,634.5% | +16,522.8% | +5,232.8% |
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