-27.8%
ROL vs JBHT
-8.5%
-19.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.5% | +1.5% |
| 7D | +11.7% | -1.4% | +13.1% | +11.9% |
| 30D | +27.7% | -3.1% | +30.8% | +28.3% |
| 3M | +3.7% | -19.5% | +23.2% | +5.4% |
| 6M | -27.8% | -9.6% | -18.2% | -27.5% |
| All | -27.8% | -8.5% | -19.2% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling