+103.1%
USO vs JBHT
+31.6%
+71.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.1% | -7.0% | -3.7% |
| 7D | -9.1% | +0.2% | -9.3% | -9.0% |
| 30D | -3.7% | -2.2% | -1.6% | -3.8% |
| 3M | +20.9% | -16.5% | +37.4% | +20.0% |
| 6M | +6.8% | -8.4% | +15.2% | +6.7% |
| YTD | +106.3% | +16.1% | +90.2% | +107.0% |
| 1Y | +100.2% | +31.9% | +68.3% | +100.1% |
| 3Y | +103.1% | +34.1% | +69.0% | +98.9% |
| All | +103.1% | +31.6% | +71.5% | +98.9% |
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