+13.7%
OXY vs JBHT
+186.6%
-172.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.7% |
| 7D | -5.8% | +0.9% | -6.8% | -6.3% |
| 30D | -5.3% | -1.1% | -4.2% | -5.2% |
| 3M | -2.5% | -14.8% | +12.3% | +3.5% |
| 6M | +8.3% | -7.4% | +15.7% | +9.4% |
| YTD | +40.3% | +17.3% | +23.0% | +24.6% |
| 1Y | +38.8% | +35.3% | +3.5% | +14.5% |
| 3Y | -1.4% | +33.9% | -35.4% | -23.2% |
| 5Y | +92.2% | +22.5% | +69.7% | +50.1% |
| 10Y | +13.7% | +181.3% | -167.6% | -45.8% |
| All | +13.7% | +186.6% | -172.9% | -45.8% |
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