+74.2%
OTIS vs JBHT
+241.1%
-166.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.1% |
| 7D | -0.7% | +4.9% | -5.6% | -2.1% |
| 30D | -2.0% | +0.6% | -2.6% | -2.4% |
| 3M | +2.6% | -3.2% | +5.8% | +3.1% |
| 6M | -20.9% | +17.0% | -37.9% | -25.1% |
| YTD | -17.1% | +41.7% | -58.8% | -25.8% |
| 1Y | -15.9% | +90.0% | -105.9% | -31.7% |
| 3Y | -12.7% | +47.0% | -59.7% | -24.7% |
| 5Y | -15.7% | +58.3% | -74.0% | -30.8% |
| All | +74.2% | +241.1% | -166.8% | +4.9% |
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