+183.1%
ROP vs JBHT
+176.2%
+6.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.7% | +4.2% | -6.8% | -4.0% |
| 30D | +29.7% | -0.4% | +30.1% | +29.7% |
| 3M | +21.2% | -17.3% | +38.5% | +28.0% |
| 6M | +48.3% | -3.5% | +51.8% | +47.7% |
| YTD | +8.4% | +18.0% | -9.6% | -0.2% |
| 1Y | +6.0% | +35.5% | -29.5% | -7.3% |
| 3Y | -5.6% | +34.8% | -40.4% | -20.5% |
| 5Y | +1.3% | +19.7% | -18.5% | -12.9% |
| All | +183.1% | +176.2% | +6.9% | +62.8% |
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