-53.8%
RBLX vs JBHT
+22.5%
-76.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.3% | -5.2% | -3.9% |
| 7D | +1.2% | +7.0% | -5.8% | -1.7% |
| 30D | +5.0% | +0.5% | +4.5% | +4.8% |
| 3M | +31.5% | -17.4% | +48.9% | +41.9% |
| 6M | +18.9% | -1.7% | +20.7% | +18.0% |
| YTD | -38.4% | +20.7% | -59.1% | -45.0% |
| 1Y | -50.7% | +41.1% | -91.8% | -59.2% |
| 3Y | +28.8% | +38.0% | -9.2% | +2.3% |
| All | -53.8% | +22.5% | -76.4% | -62.2% |
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 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