-8.7%
OSCR vs JBHT
+86.0%
-94.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.2% | -2.7% |
| 7D | +4.7% | +2.9% | +1.8% | +3.5% |
| 30D | +14.8% | +0.6% | +14.2% | +14.3% |
| 3M | +16.7% | -6.6% | +23.3% | +19.3% |
| 6M | +127.5% | +23.6% | +103.9% | +103.7% |
| YTD | +121.0% | +38.6% | +82.5% | +87.3% |
| 1Y | +58.4% | +91.5% | -33.1% | +14.3% |
| 3Y | +392.4% | +49.3% | +343.1% | +283.2% |
| 5Y | +80.5% | +62.3% | +18.1% | +39.5% |
| All | -8.7% | +86.0% | -94.8% | -24.7% |
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 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