+263.4%
ROK vs JBHT
+192.4%
+71.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | -13.8% | -1.6% | -12.2% | -13.0% |
| 30D | -14.9% | -2.3% | -12.7% | -14.0% |
| 3M | -14.7% | -18.5% | +3.8% | -6.8% |
| 6M | -17.7% | -11.3% | -6.4% | -14.5% |
| YTD | -2.5% | +12.6% | -15.0% | -10.3% |
| 1Y | +2.3% | +29.8% | -27.5% | -12.6% |
| 3Y | +52.7% | +28.1% | +24.7% | +26.4% |
| 5Y | +20.5% | +17.7% | +2.9% | +1.0% |
| All | +263.4% | +192.4% | +71.0% | +63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling