+55,935.2%
ORLY vs JBHT
+6,588.5%
+49,346.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.6% |
| 7D | +2.0% | -1.6% | +3.6% | +2.4% |
| 30D | +6.2% | -2.3% | +8.5% | +6.8% |
| 3M | -3.7% | -18.5% | +14.7% | +0.7% |
| 6M | -5.2% | -11.3% | +6.1% | -3.1% |
| YTD | -1.4% | +12.6% | -14.0% | -5.6% |
| 1Y | -5.4% | +29.8% | -35.1% | -12.7% |
| 3Y | +41.0% | +28.1% | +12.9% | +26.3% |
| 5Y | +111.3% | +17.7% | +93.6% | +90.0% |
| 10Y | +416.2% | +196.1% | +220.1% | +256.4% |
| All | +55,935.2% | +6,588.5% | +49,346.7% | +18,712.3% |
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