-72.8%
USO vs JBHT
+1,101.6%
-1,174.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +2.6% |
| 7D | -11.9% | -1.4% | -10.5% | -11.7% |
| 30D | +2.3% | -3.1% | +5.3% | +2.7% |
| 3M | +29.0% | -19.5% | +48.6% | +33.6% |
| 6M | +2.8% | -9.6% | +12.4% | +3.7% |
| YTD | +114.3% | +13.3% | +101.0% | +104.8% |
| 1Y | +108.7% | +29.7% | +79.0% | +93.5% |
| 3Y | +98.0% | +28.3% | +69.7% | +79.0% |
| 5Y | +162.1% | +18.5% | +143.6% | +136.6% |
| 10Y | +85.6% | +198.1% | -112.5% | +31.4% |
| All | -72.8% | +1,101.6% | -1,174.4% | -84.4% |
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