-3.5%
RKT vs JBHT
+29.5%
-33.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | +17.7% | -1.6% | +19.3% | +18.9% |
| 30D | +31.6% | -2.3% | +33.9% | +33.7% |
| 3M | +13.9% | -18.5% | +32.4% | +27.7% |
| 6M | +2.8% | -11.3% | +14.1% | +4.3% |
| YTD | -22.2% | +12.6% | -34.8% | -38.0% |
| 1Y | -3.5% | +29.8% | -33.3% | -32.7% |
| All | -3.5% | +29.5% | -33.1% | -32.7% |
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 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