-49.0%
RBLX vs JBHT
+58.3%
-107.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +3.1% |
| 7D | +12.4% | +4.9% | +7.5% | +10.2% |
| 30D | +19.7% | +0.6% | +19.1% | +19.2% |
| 3M | -0.1% | -3.2% | +3.1% | +0.5% |
| 6M | -35.7% | +17.0% | -52.7% | -41.1% |
| YTD | -46.6% | +41.7% | -88.2% | -55.3% |
| 1Y | -66.6% | +90.0% | -156.6% | -76.3% |
| 3Y | +52.3% | +47.0% | +5.3% | +20.9% |
| All | -49.0% | +58.3% | -107.3% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling