-3.5%
OXY vs JBHT
+27.4%
-30.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -11.9% | -1.6% | -10.3% | -11.7% |
| 30D | -3.1% | -2.3% | -0.9% | -2.9% |
| 3M | +1.1% | -18.5% | +19.5% | +4.3% |
| 6M | +3.2% | -11.3% | +14.5% | +4.5% |
| YTD | +39.0% | +12.6% | +26.5% | +33.1% |
| 1Y | +42.7% | +29.8% | +12.9% | +31.9% |
| 3Y | -3.5% | +28.1% | -31.6% | -14.7% |
| All | -3.5% | +27.4% | -30.9% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling