-18.0%
RKT vs JBHT
+74.5%
-92.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | +0.5% |
| 7D | +24.3% | -1.4% | +25.7% | +25.3% |
| 30D | +27.9% | -3.1% | +30.9% | +30.0% |
| 3M | +6.9% | -19.5% | +26.5% | +18.4% |
| 6M | +5.2% | -9.6% | +14.8% | +9.1% |
| YTD | -23.5% | +13.3% | -36.8% | -28.8% |
| 1Y | -9.1% | +29.7% | -38.8% | -20.8% |
| 3Y | +81.5% | +28.3% | +53.2% | +55.4% |
| 5Y | -2.0% | +18.5% | -20.5% | -15.3% |
| All | -18.0% | +74.5% | -92.5% | -36.4% |
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