+9.5%
OXY vs JBHT
+191.4%
-182.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -2.4% |
| 7D | -8.2% | +0.2% | -8.4% | -8.3% |
| 30D | -7.2% | -2.2% | -5.1% | -6.7% |
| 3M | +0.2% | -16.5% | +16.6% | +7.2% |
| 6M | +6.1% | -8.4% | +14.6% | +7.7% |
| YTD | +37.5% | +16.1% | +21.4% | +22.7% |
| 1Y | +37.7% | +31.9% | +5.7% | +14.9% |
| 3Y | -2.8% | +34.1% | -36.9% | -24.4% |
| 5Y | +77.6% | +20.1% | +57.5% | +40.4% |
| 10Y | +9.5% | +184.7% | -175.2% | -48.1% |
| All | +9.5% | +191.4% | -182.0% | -48.1% |
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 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