+54.8%
ROK vs JBHT
+28.2%
+26.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.6% | -10.6% | -12.8% |
| 7D | -15.6% | -1.4% | -14.2% | -15.0% |
| 30D | -15.5% | -3.1% | -12.4% | -14.4% |
| 3M | -15.1% | -19.5% | +4.5% | -8.5% |
| 6M | -12.0% | -9.6% | -2.5% | -10.2% |
| YTD | -1.1% | +13.3% | -14.4% | -8.0% |
| 1Y | +6.5% | +29.7% | -23.2% | -6.1% |
| All | +54.8% | +28.2% | +26.6% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling