-7.3%
OSCR vs JBHT
+90.2%
-97.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.2% |
| 7D | +5.8% | +4.9% | +1.0% | +3.6% |
| 30D | +7.1% | +0.6% | +6.5% | +6.8% |
| 3M | +36.7% | -3.2% | +39.9% | +37.6% |
| 6M | +114.3% | +17.0% | +97.3% | +96.9% |
| YTD | +124.4% | +41.7% | +82.8% | +88.3% |
| 1Y | +75.5% | +90.0% | -14.5% | +27.1% |
| 3Y | +390.1% | +47.0% | +343.1% | +287.5% |
| 5Y | +77.1% | +58.3% | +18.8% | +34.4% |
| All | -7.3% | +90.2% | -97.5% | -24.3% |
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