+305.2%
ROST vs JBHT
+183.2%
+122.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +1.2% | -1.4% | +2.6% | +1.8% |
| 30D | +2.5% | -2.1% | +4.6% | +3.2% |
| 3M | -9.0% | -18.3% | +9.3% | -2.8% |
| 6M | +1.3% | -11.1% | +12.4% | +3.9% |
| YTD | +29.1% | +12.8% | +16.3% | +19.2% |
| 1Y | +45.4% | +30.0% | +15.4% | +26.7% |
| 3Y | +94.9% | +28.3% | +66.5% | +62.7% |
| 5Y | +104.0% | +17.9% | +86.1% | +71.1% |
| All | +305.2% | +183.2% | +122.0% | +128.4% |
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