+147.6%
RBRK vs JBHT
+70.9%
+76.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.3% |
| 7D | +3.7% | +7.1% | -3.5% | +1.9% |
| 30D | +1.7% | +2.3% | -0.6% | +1.2% |
| 3M | +27.7% | -4.5% | +32.2% | +28.9% |
| 6M | +60.3% | +29.2% | +31.1% | +49.3% |
| YTD | +19.8% | +42.2% | -22.4% | +8.2% |
| 1Y | -4.2% | +93.7% | -97.9% | -21.0% |
| All | +147.6% | +70.9% | +76.7% | +107.7% |
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