+13,474.5%
ROK vs JBHT
+9,288.5%
+4,186.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.6% | -10.6% | -13.1% |
| 7D | -15.6% | -1.4% | -14.2% | -15.1% |
| 30D | -15.5% | -3.1% | -12.4% | -14.7% |
| 3M | -15.1% | -19.5% | +4.5% | -10.0% |
| 6M | -12.0% | -9.6% | -2.5% | -10.2% |
| YTD | -1.1% | +13.3% | -14.4% | -5.5% |
| 1Y | +6.5% | +29.7% | -23.2% | -2.2% |
| 3Y | +51.8% | +28.3% | +23.5% | +37.5% |
| 5Y | +22.2% | +18.5% | +3.7% | +12.2% |
| 10Y | +289.3% | +198.1% | +91.2% | +177.0% |
| All | +13,474.5% | +9,288.5% | +4,186.0% | +5,535.4% |
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