-24.1%
RKT vs JBHT
+85.9%
-110.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -1.2% |
| 7D | -9.0% | +7.0% | -16.0% | -12.1% |
| 30D | +30.2% | +0.5% | +29.7% | +29.9% |
| 3M | -8.8% | -17.4% | +8.5% | -0.5% |
| 6M | -0.9% | -1.7% | +0.8% | -1.8% |
| YTD | -29.2% | +20.7% | -49.9% | -36.3% |
| 1Y | -20.1% | +41.1% | -61.1% | -33.3% |
| 3Y | +81.3% | +38.0% | +43.3% | +49.4% |
| 5Y | -6.6% | +22.5% | -29.1% | -21.4% |
| All | -24.1% | +85.9% | -110.0% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling