+140.0%
ROP vs JBHT
+272.5%
-132.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -4.5% |
| 7D | -4.4% | +4.9% | -9.3% | -6.0% |
| 30D | +3.2% | +0.6% | +2.7% | +2.7% |
| 3M | +23.1% | -3.2% | +26.3% | +23.7% |
| 6M | +13.3% | +17.0% | -3.6% | +6.0% |
| YTD | -7.9% | +41.7% | -49.5% | -19.6% |
| 1Y | -22.1% | +90.0% | -112.0% | -39.6% |
| 3Y | -16.8% | +47.0% | -63.8% | -31.1% |
| 5Y | -13.5% | +58.3% | -71.8% | -32.8% |
| All | +140.0% | +272.5% | -132.5% | +19.1% |
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