-22.2%
RKT vs JBHT
+118.1%
-140.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.6% |
| 7D | +2.1% | +4.9% | -2.8% | -0.4% |
| 30D | +1.4% | +0.6% | +0.9% | +0.9% |
| 3M | +6.3% | -3.2% | +9.5% | +7.5% |
| 6M | -15.5% | +17.0% | -32.4% | -22.5% |
| YTD | -27.4% | +41.7% | -69.0% | -39.3% |
| 1Y | -26.6% | +90.0% | -116.6% | -47.8% |
| 3Y | +41.2% | +47.0% | -5.7% | +13.6% |
| 5Y | -6.4% | +58.3% | -64.7% | -28.5% |
| All | -22.2% | +118.1% | -140.3% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling