+317.8%
ROST vs JBHT
+183.5%
+134.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -1.8% | +0.5% | -2.3% | -2.0% |
| 30D | +6.8% | -0.1% | +6.9% | +6.8% |
| 3M | -4.0% | -14.0% | +10.0% | +0.6% |
| 6M | +12.9% | -5.1% | +18.0% | +12.8% |
| YTD | +34.7% | +18.0% | +16.7% | +22.4% |
| 1Y | +49.5% | +36.5% | +13.0% | +27.9% |
| 3Y | +101.5% | +34.8% | +66.7% | +65.1% |
| 5Y | +120.7% | +21.4% | +99.3% | +83.6% |
| 10Y | +317.8% | +178.0% | +139.9% | +127.7% |
| All | +317.8% | +183.5% | +134.4% | +127.7% |
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