+127.0%
ORLY vs JBHT
+58.3%
+68.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.2% |
| 7D | -0.7% | +4.9% | -5.6% | -1.4% |
| 30D | -5.9% | +0.6% | -6.5% | -6.1% |
| 3M | -0.6% | -3.2% | +2.6% | -0.2% |
| 6M | -6.8% | +17.0% | -23.7% | -9.1% |
| YTD | -3.6% | +41.7% | -45.3% | -8.7% |
| 1Y | -16.3% | +90.0% | -106.3% | -24.5% |
| 3Y | +39.1% | +47.0% | -7.8% | +30.1% |
| All | +127.0% | +58.3% | +68.8% | +105.7% |
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