-8.5%
ORLY vs JBHT
+31.8%
-40.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.5% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | +3.9% | -2.2% | +6.0% | +4.1% |
| 3M | -4.0% | -16.5% | +12.5% | -2.1% |
| 6M | -3.4% | -8.4% | +5.0% | -2.0% |
| YTD | -1.6% | +16.1% | -17.6% | -1.6% |
| All | -8.5% | +31.8% | -40.3% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling