+562.1%
ROKU vs JBHT
+172.8%
+389.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -3.1% |
| 7D | -1.3% | +4.9% | -6.2% | -3.7% |
| 30D | +5.9% | +0.6% | +5.3% | +5.2% |
| 3M | +23.9% | -3.2% | +27.1% | +24.8% |
| 6M | +59.6% | +17.0% | +42.6% | +44.7% |
| YTD | +43.4% | +41.7% | +1.8% | +17.7% |
| 1Y | +60.2% | +90.0% | -29.8% | +10.1% |
| 3Y | +90.4% | +47.0% | +43.4% | +49.3% |
| 5Y | -54.5% | +58.3% | -112.9% | -65.6% |
| All | +562.1% | +172.8% | +389.2% | +313.0% |
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 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