+214.2%
ROL vs JBHT
+272.5%
-58.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.3% |
| 7D | -1.4% | +4.9% | -6.3% | -2.7% |
| 30D | -4.1% | +0.6% | -4.7% | -4.4% |
| 3M | -22.5% | -3.2% | -19.3% | -22.2% |
| 6M | -37.7% | +17.0% | -54.6% | -40.7% |
| YTD | -39.6% | +41.7% | -81.2% | -45.4% |
| 1Y | -36.0% | +90.0% | -126.0% | -47.2% |
| 3Y | -5.1% | +47.0% | -52.1% | -17.8% |
| 5Y | -3.4% | +58.3% | -61.7% | -20.6% |
| All | +214.2% | +272.5% | -58.3% | +76.2% |
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