-6.3%
RKT vs JBHT
+58.3%
-64.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.7% |
| 7D | +2.1% | +4.9% | -2.8% | -0.6% |
| 30D | +1.4% | +0.6% | +0.9% | +0.9% |
| 3M | +6.3% | -3.2% | +9.5% | +7.6% |
| 6M | -15.5% | +17.0% | -32.4% | -23.3% |
| YTD | -27.4% | +41.7% | -69.0% | -40.5% |
| 1Y | -26.6% | +90.0% | -116.6% | -49.8% |
| 3Y | +41.2% | +47.0% | -5.7% | +11.3% |
| All | -6.3% | +58.3% | -64.5% | -33.0% |
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 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