+36.4%
OXY vs JBHT
+93.0%
-56.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -0.5% | +7.1% | -7.6% | -0.1% |
| 30D | +8.5% | +2.3% | +6.1% | +8.7% |
| 3M | +6.0% | -4.5% | +10.5% | +5.9% |
| 6M | +13.0% | +29.2% | -16.3% | +14.2% |
| YTD | +48.9% | +42.2% | +6.7% | +51.1% |
| 1Y | +36.4% | +93.7% | -57.3% | +40.1% |
| All | +36.4% | +93.0% | -56.6% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling