+92.2%
RKT vs JBHT
+28.2%
+63.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | +0.5% |
| 7D | +24.3% | -1.4% | +25.7% | +25.2% |
| 30D | +27.9% | -3.1% | +30.9% | +29.9% |
| 3M | +6.9% | -19.5% | +26.5% | +17.8% |
| 6M | +5.2% | -9.6% | +14.8% | +8.7% |
| YTD | -23.5% | +13.3% | -36.8% | -28.5% |
| 1Y | -9.1% | +29.7% | -38.8% | -19.9% |
| All | +92.2% | +28.2% | +63.9% | +52.3% |
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