+15.6%
ROL vs JBHT
+15.0%
+0.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.5% | +1.6% |
| 7D | +11.7% | -1.4% | +13.1% | +12.0% |
| 30D | +27.7% | -3.1% | +30.8% | +28.4% |
| 3M | +3.7% | -19.5% | +23.2% | +7.2% |
| 6M | -27.8% | -9.6% | -18.2% | -27.0% |
| YTD | -34.7% | +13.3% | -48.0% | -36.6% |
| 1Y | -34.1% | +29.7% | -63.8% | -37.5% |
| 3Y | +5.9% | +28.3% | -22.4% | -1.6% |
| 5Y | +15.6% | +18.5% | -2.8% | +4.9% |
| All | +15.6% | +15.0% | +0.7% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling