+15.7%
OXY vs JBHT
+183.5%
-167.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -0.2% | +0.5% | -0.6% | -0.4% |
| 30D | -6.4% | -0.1% | -6.3% | -6.7% |
| 3M | -2.6% | -14.0% | +11.4% | +2.9% |
| 6M | +4.8% | -5.1% | +9.8% | +4.7% |
| YTD | +41.2% | +18.0% | +23.1% | +25.0% |
| 1Y | +39.5% | +36.5% | +3.0% | +14.6% |
| 3Y | -0.8% | +34.8% | -35.6% | -23.0% |
| 5Y | +91.6% | +21.4% | +70.1% | +50.8% |
| 10Y | +15.7% | +178.0% | -162.2% | -45.2% |
| All | +15.7% | +183.5% | -167.7% | -45.2% |
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