-35.5%
RBLX vs JBHT
+79.9%
-115.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | +10.2% | +7.1% | +3.1% | +7.4% |
| 30D | +18.6% | +2.3% | +16.3% | +17.4% |
| 3M | +6.0% | -4.5% | +10.4% | +7.2% |
| 6M | -29.5% | +29.2% | -58.7% | -37.4% |
| YTD | -44.7% | +42.2% | -86.9% | -52.9% |
| 1Y | -65.1% | +93.7% | -158.9% | -74.6% |
| 3Y | +54.5% | +53.2% | +1.3% | +22.7% |
| 5Y | -46.3% | +62.4% | -108.8% | -57.1% |
| All | -35.5% | +79.9% | -115.4% | -46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling