+60.2%
ROKU vs JBHT
+89.9%
-29.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.1% |
| 7D | -1.3% | +4.9% | -6.2% | -2.1% |
| 30D | +5.9% | +0.6% | +5.3% | +5.7% |
| 3M | +23.9% | -3.2% | +27.1% | +24.3% |
| 6M | +59.6% | +17.0% | +42.6% | +53.5% |
| YTD | +43.4% | +41.7% | +1.8% | +36.3% |
| 1Y | +60.2% | +90.0% | -29.8% | +58.0% |
| All | +60.2% | +89.9% | -29.8% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling