+89.6%
OTIS vs JBHT
+184.2%
-94.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -2.9% | +0.5% | -3.3% | -3.0% |
| 30D | +16.1% | -0.1% | +16.2% | +16.0% |
| 3M | +6.7% | -14.0% | +20.8% | +10.3% |
| 6M | +6.0% | -5.1% | +11.1% | +6.0% |
| YTD | -9.8% | +18.0% | -27.8% | -15.7% |
| 1Y | -12.3% | +36.5% | -48.9% | -21.6% |
| 3Y | -0.2% | +34.8% | -35.0% | -13.1% |
| 5Y | +1.0% | +21.4% | -20.5% | -10.8% |
| All | +89.6% | +184.2% | -94.6% | +19.2% |
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