-29.1%
RBLX vs JBHT
+42.5%
-71.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +3.7% |
| 7D | +14.7% | -1.6% | +16.3% | +15.5% |
| 30D | +6.2% | -2.3% | +8.5% | +7.2% |
| 3M | +36.8% | -18.5% | +55.3% | +47.6% |
| 6M | +12.7% | -11.3% | +23.9% | +16.5% |
| YTD | -39.2% | +12.6% | -51.7% | -43.4% |
| 1Y | -51.3% | +29.8% | -81.1% | -57.5% |
| 3Y | +45.6% | +28.1% | +17.6% | +22.8% |
| 5Y | -36.8% | +17.7% | -54.5% | -45.6% |
| All | -29.1% | +42.5% | -71.5% | -35.5% |
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 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