+94.5%
OTIS vs JBHT
+172.8%
-78.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.6% |
| 7D | +6.5% | -1.4% | +7.9% | +6.9% |
| 30D | +19.6% | -3.1% | +22.7% | +20.5% |
| 3M | +9.4% | -19.5% | +28.9% | +15.1% |
| 6M | +6.4% | -9.6% | +16.0% | +7.8% |
| YTD | -7.5% | +13.3% | -20.8% | -12.6% |
| 1Y | -11.0% | +29.7% | -40.7% | -19.3% |
| 3Y | +5.2% | +28.3% | -23.1% | -7.1% |
| 5Y | +5.7% | +18.5% | -12.8% | -6.1% |
| All | +94.5% | +172.8% | -78.3% | +23.7% |
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