+140.1%
RBRK vs JBHT
+66.6%
+73.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.5% | -2.4% |
| 7D | +1.9% | +2.9% | -1.0% | +1.2% |
| 30D | -9.3% | +0.6% | -9.9% | -9.4% |
| 3M | +23.8% | -6.6% | +30.4% | +25.7% |
| 6M | +55.4% | +23.6% | +31.8% | +46.4% |
| YTD | +16.1% | +38.6% | -22.4% | +5.6% |
| 1Y | -9.8% | +91.5% | -101.3% | -25.6% |
| All | +140.1% | +66.6% | +73.5% | +102.7% |
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 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