+17.3%
OXY vs JBHT
+182.5%
-165.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.4% |
| 7D | +4.2% | +7.0% | -2.8% | +1.1% |
| 30D | -4.3% | +0.5% | -4.8% | -4.9% |
| 3M | +2.3% | -17.4% | +19.6% | +10.2% |
| 6M | +5.5% | -1.7% | +7.3% | +3.9% |
| YTD | +44.9% | +20.7% | +24.1% | +27.0% |
| 1Y | +42.6% | +41.1% | +1.5% | +15.4% |
| 3Y | +0.7% | +38.0% | -37.2% | -22.6% |
| 5Y | +96.9% | +22.5% | +74.4% | +54.9% |
| All | +17.3% | +182.5% | -165.2% | -44.4% |
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