+13.6%
ROL vs JBHT
+17.1%
-3.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +9.5% | -1.6% | +11.1% | +9.8% |
| 30D | +22.9% | -2.3% | +25.2% | +23.4% |
| 3M | +3.5% | -18.5% | +22.0% | +6.8% |
| 6M | -29.4% | -11.3% | -18.1% | -28.4% |
| YTD | -36.1% | +12.6% | -48.6% | -37.8% |
| 1Y | -34.4% | +29.8% | -64.1% | -37.8% |
| 3Y | +4.0% | +28.1% | -24.1% | -3.4% |
| All | +13.6% | +17.1% | -3.5% | +3.7% |
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