+1,250.8%
OXY vs JBHT
+9,288.5%
-8,037.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -0.9% |
| 7D | -10.6% | -1.4% | -9.2% | -10.3% |
| 30D | -3.4% | -3.1% | -0.3% | -2.9% |
| 3M | +5.2% | -19.5% | +24.8% | +9.9% |
| 6M | -4.1% | -9.6% | +5.4% | -2.9% |
| YTD | +39.0% | +13.3% | +25.7% | +33.1% |
| 1Y | +44.6% | +29.7% | +14.9% | +34.3% |
| 3Y | -5.5% | +28.3% | -33.8% | -13.8% |
| 5Y | +81.3% | +18.5% | +62.8% | +66.8% |
| 10Y | +11.2% | +198.1% | -187.0% | -13.7% |
| All | +1,250.8% | +9,288.5% | -8,037.6% | +595.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling