+183.6%
ROP vs JBHT
+191.4%
-7.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.2% | -2.0% |
| 7D | -1.6% | +0.2% | -1.9% | -1.8% |
| 30D | +29.5% | -2.2% | +31.7% | +30.3% |
| 3M | +17.5% | -16.5% | +34.0% | +23.6% |
| 6M | +38.1% | -8.4% | +46.5% | +40.0% |
| YTD | +7.0% | +16.1% | -9.1% | -1.0% |
| 1Y | +6.5% | +31.9% | -25.4% | -6.0% |
| 3Y | -5.5% | +34.1% | -39.6% | -20.3% |
| 5Y | -0.4% | +20.1% | -20.5% | -14.6% |
| 10Y | +183.6% | +184.7% | -1.1% | +59.8% |
| All | +183.6% | +191.4% | -7.8% | +59.8% |
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