+63.9%
RBRK vs JBHT
+34.8%
+29.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.1% | +1.9% |
| 7D | -12.5% | +1.7% | -14.2% | -12.8% |
| 30D | -3.0% | -1.2% | -1.8% | -2.8% |
| 3M | +46.9% | -17.1% | +64.1% | +51.3% |
| 6M | +105.4% | -4.4% | +109.8% | +108.2% |
| YTD | +55.6% | +17.5% | +38.1% | +49.8% |
| 1Y | +63.9% | +32.6% | +31.3% | +57.0% |
| All | +63.9% | +34.8% | +29.0% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling