+198.3%
RBRK vs JBHT
+41.9%
+156.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +4.4% | +4.2% | +0.2% | +3.3% |
| 30D | -6.8% | -0.4% | -6.4% | -6.7% |
| 3M | +14.1% | -17.3% | +31.4% | +19.2% |
| 6M | +82.5% | -3.5% | +86.0% | +83.4% |
| YTD | +44.3% | +18.0% | +26.3% | +36.1% |
| 1Y | +49.3% | +35.5% | +13.7% | +35.4% |
| All | +198.3% | +41.9% | +156.4% | +161.1% |
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