-3.8%
OSCR vs JBHT
+57.5%
-61.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.3% | +3.8% |
| 7D | +3.3% | +0.9% | +2.3% | +3.0% |
| 30D | +0.3% | -1.1% | +1.4% | +0.9% |
| 3M | +21.0% | -14.8% | +35.8% | +28.6% |
| 6M | +57.1% | -7.4% | +64.5% | +59.3% |
| YTD | +132.9% | +17.3% | +115.6% | +110.7% |
| 1Y | +129.1% | +35.3% | +93.8% | +93.1% |
| 3Y | +370.7% | +33.9% | +336.8% | +279.6% |
| 5Y | +102.6% | +22.5% | +80.1% | +66.4% |
| All | -3.8% | +57.5% | -61.3% | -15.3% |
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