+94.9%
ROST vs JBHT
+27.4%
+67.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +1.2% | -1.6% | +2.8% | +1.6% |
| 30D | +2.5% | -2.3% | +4.8% | +2.9% |
| 3M | -9.0% | -18.5% | +9.5% | -5.8% |
| 6M | +1.3% | -11.3% | +12.6% | +2.6% |
| YTD | +29.1% | +12.6% | +16.5% | +23.2% |
| 1Y | +45.4% | +29.8% | +15.7% | +34.4% |
| 3Y | +94.9% | +28.1% | +66.8% | +70.9% |
| All | +94.9% | +27.4% | +67.5% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling