+67.3%
XOP vs JBHT
+1,009.5%
-942.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -1.2% |
| 7D | -12.7% | -1.4% | -11.4% | -12.2% |
| 30D | -7.6% | -3.1% | -4.5% | -6.6% |
| 3M | +5.8% | -19.5% | +25.4% | +15.9% |
| 6M | -2.7% | -9.6% | +6.8% | -0.5% |
| YTD | +39.7% | +13.3% | +26.4% | +25.6% |
| 1Y | +42.4% | +29.7% | +12.7% | +19.0% |
| 3Y | +26.4% | +28.3% | -1.9% | +0.3% |
| 5Y | +78.9% | +18.5% | +60.5% | +43.2% |
| 10Y | +52.1% | +198.1% | -146.0% | -28.9% |
| All | +67.3% | +1,009.5% | -942.2% | -56.6% |
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