+3.6%
ROL vs JBHT
+35.7%
-32.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +20.6% | -0.1% | +20.7% | +20.6% |
| 3M | +4.5% | -14.0% | +18.5% | +5.6% |
| 6M | -26.5% | -5.1% | -21.4% | -26.3% |
| YTD | -34.8% | +18.0% | -52.9% | -35.5% |
| 1Y | -33.2% | +36.5% | -69.7% | -34.4% |
| All | +3.6% | +35.7% | -32.1% | +2.3% |
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