+436.8%
OSCR vs JBHT
+27.4%
+409.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -7.0% | -7.4% |
| 7D | +0.9% | -1.6% | +2.5% | +1.5% |
| 30D | -6.9% | -2.3% | -4.6% | -6.1% |
| 3M | +15.5% | -18.5% | +33.9% | +21.8% |
| 6M | +54.5% | -11.3% | +65.8% | +58.0% |
| YTD | +113.3% | +12.6% | +100.7% | +102.5% |
| 1Y | +85.1% | +29.8% | +55.3% | +68.0% |
| 3Y | +436.8% | +28.1% | +408.7% | +382.5% |
| All | +436.8% | +27.4% | +409.4% | +382.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling