+74.9%
XOM vs JBHT
+34.7%
+40.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.2% |
| 7D | -7.3% | +0.9% | -8.3% | -7.4% |
| 30D | -2.6% | -1.1% | -1.5% | -2.6% |
| 3M | +3.6% | -14.8% | +18.4% | +4.9% |
| 6M | +15.3% | -7.4% | +22.7% | +15.5% |
| YTD | +39.4% | +17.3% | +22.1% | +35.0% |
| 1Y | +43.2% | +35.3% | +7.8% | +35.8% |
| 3Y | +74.9% | +33.9% | +41.0% | +59.5% |
| All | +74.9% | +34.7% | +40.2% | +59.5% |
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 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