-10.8%
OSCR vs JBHT
+62.1%
-72.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.3% | -5.1% | -3.8% |
| 7D | +1.3% | +7.0% | -5.7% | -1.6% |
| 30D | -9.5% | +0.5% | -10.0% | -9.6% |
| 3M | +0.9% | -17.4% | +18.2% | +8.6% |
| 6M | +31.5% | -1.7% | +33.2% | +29.9% |
| YTD | +116.1% | +20.7% | +95.3% | +92.9% |
| 1Y | +122.6% | +41.1% | +81.5% | +84.0% |
| 3Y | +356.6% | +38.0% | +318.6% | +263.2% |
| 5Y | +154.9% | +22.5% | +132.5% | +106.3% |
| All | -10.8% | +62.1% | -72.9% | -22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling