+45.6%
RBLX vs JBHT
+27.4%
+18.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +3.6% |
| 7D | +14.7% | -1.6% | +16.3% | +15.2% |
| 30D | +6.2% | -2.3% | +8.5% | +6.9% |
| 3M | +36.8% | -18.5% | +55.3% | +43.2% |
| 6M | +12.7% | -11.3% | +23.9% | +15.3% |
| YTD | -39.2% | +12.6% | -51.7% | -41.2% |
| 1Y | -51.3% | +29.8% | -81.1% | -54.5% |
| 3Y | +45.6% | +28.1% | +17.6% | +41.2% |
| All | +45.6% | +27.4% | +18.3% | +41.2% |
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