+10.1%
OXY vs JBHT
+192.4%
-182.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -11.9% | -1.6% | -10.3% | -11.4% |
| 30D | -3.1% | -2.3% | -0.9% | -2.5% |
| 3M | +1.1% | -18.5% | +19.5% | +9.3% |
| 6M | +3.2% | -11.3% | +14.5% | +6.3% |
| YTD | +39.0% | +12.6% | +26.5% | +25.8% |
| 1Y | +42.7% | +29.8% | +12.9% | +19.9% |
| 3Y | -3.5% | +28.1% | -31.6% | -23.3% |
| 5Y | +81.3% | +17.7% | +63.7% | +44.3% |
| All | +10.1% | +192.4% | -182.3% | -47.4% |
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