+30,157.9%
ROP vs JBHT
+6,113.9%
+24,043.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.9% | +3.7% |
| 7D | +11.7% | +1.7% | +10.0% | +11.2% |
| 30D | +35.5% | -1.2% | +36.6% | +35.8% |
| 3M | +25.3% | -17.1% | +42.5% | +30.8% |
| 6M | +38.9% | -4.4% | +43.3% | +39.1% |
| YTD | +11.4% | +17.5% | -6.1% | +5.1% |
| 1Y | +10.3% | +32.6% | -22.3% | +0.7% |
| 3Y | -0.2% | +33.0% | -33.2% | -11.4% |
| 5Y | +4.1% | +20.3% | -16.3% | -6.4% |
| 10Y | +208.2% | +209.1% | -0.8% | +113.4% |
| All | +30,157.9% | +6,113.9% | +24,043.9% | +10,532.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling