+347.3%
ROK vs JBHT
+272.5%
+74.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | -0.1% |
| 7D | +0.7% | +4.9% | -4.2% | -1.7% |
| 30D | -3.3% | +0.6% | -3.9% | -3.8% |
| 3M | -5.9% | -3.2% | -2.7% | -5.0% |
| 6M | +13.9% | +17.0% | -3.1% | +4.0% |
| YTD | +12.6% | +41.7% | -29.1% | -6.7% |
| 1Y | +28.6% | +90.0% | -61.4% | -10.0% |
| 3Y | +45.1% | +47.0% | -1.9% | +13.6% |
| 5Y | +45.6% | +58.3% | -12.7% | +5.4% |
| All | +347.3% | +272.5% | +74.7% | +78.9% |
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