+266.4%
ROK vs JBHT
+192.0%
+74.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.1% |
| 7D | -11.5% | +0.4% | -12.0% | -11.5% |
| 30D | -10.0% | -2.0% | -8.0% | -9.1% |
| 3M | -11.4% | -16.3% | +4.8% | -4.5% |
| 6M | -13.7% | -8.2% | -5.4% | -11.8% |
| YTD | +1.0% | +16.3% | -15.3% | -8.5% |
| 1Y | +5.6% | +32.2% | -26.6% | -10.4% |
| 3Y | +59.1% | +34.4% | +24.7% | +28.5% |
| 5Y | +26.1% | +20.3% | +5.8% | +4.7% |
| 10Y | +266.4% | +185.2% | +81.2% | +65.6% |
| All | +266.4% | +192.0% | +74.4% | +65.6% |
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