+301.5%
ROST vs JBHT
+182.5%
+119.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -3.2% |
| 7D | +0.3% | +7.0% | -6.8% | -2.3% |
| 30D | +0.5% | +0.5% | 0.0% | +0.2% |
| 3M | -5.2% | -17.4% | +12.1% | +0.9% |
| 6M | +9.8% | -1.7% | +11.5% | +8.3% |
| YTD | +29.4% | +20.7% | +8.7% | +16.5% |
| 1Y | +44.4% | +41.1% | +3.3% | +21.9% |
| 3Y | +95.0% | +38.0% | +57.0% | +58.3% |
| 5Y | +111.9% | +22.5% | +89.4% | +76.1% |
| All | +301.5% | +182.5% | +119.0% | +116.6% |
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 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