+0.1%
OTIS vs JBHT
+22.5%
-22.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.1% |
| 7D | -1.8% | +7.0% | -8.9% | -3.5% |
| 30D | +12.1% | +0.5% | +11.6% | +11.9% |
| 3M | +6.8% | -17.4% | +24.1% | +11.2% |
| 6M | +7.1% | -1.7% | +8.8% | +6.1% |
| YTD | -9.8% | +20.7% | -30.5% | -15.9% |
| 1Y | -12.6% | +41.1% | -53.7% | -22.0% |
| 3Y | +0.1% | +38.0% | -37.9% | -12.7% |
| All | +0.1% | +22.5% | -22.5% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling