+4.5%
ROP vs JBHT
+15.0%
-10.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.6% |
| 7D | +9.2% | -1.4% | +10.6% | +9.5% |
| 30D | +35.5% | -3.1% | +38.6% | +36.4% |
| 3M | +24.4% | -19.5% | +44.0% | +30.1% |
| 6M | +38.0% | -9.6% | +47.6% | +39.8% |
| YTD | +11.1% | +13.3% | -2.2% | +5.6% |
| 1Y | +10.9% | +29.7% | -18.8% | +1.6% |
| 3Y | -0.5% | +28.3% | -28.8% | -11.0% |
| 5Y | +4.5% | +18.5% | -13.9% | -8.6% |
| All | +4.5% | +15.0% | -10.5% | -8.6% |
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