+2.5%
RKT vs JBHT
+20.5%
-18.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | -0.9% |
| 7D | +10.3% | +0.2% | +10.1% | +10.1% |
| 30D | +32.3% | -2.2% | +34.5% | +34.0% |
| 3M | +10.7% | -16.5% | +27.2% | +21.1% |
| 6M | -3.2% | -8.4% | +5.2% | -0.3% |
| YTD | -21.5% | +16.1% | -37.6% | -28.9% |
| 1Y | -6.0% | +31.9% | -37.9% | -20.6% |
| 3Y | +104.2% | +34.1% | +70.1% | +65.9% |
| 5Y | +2.5% | +20.1% | -17.6% | -16.9% |
| All | +2.5% | +20.5% | -18.0% | -16.9% |
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