+98.3%
ROST vs JBHT
+28.2%
+70.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -3.6% |
| 7D | +1.3% | -1.4% | +2.6% | +1.6% |
| 30D | +4.9% | -3.1% | +8.0% | +5.5% |
| 3M | -6.9% | -19.5% | +12.6% | -3.4% |
| 6M | +3.8% | -9.6% | +13.4% | +4.6% |
| YTD | +31.4% | +13.3% | +18.1% | +25.3% |
| 1Y | +46.2% | +29.7% | +16.5% | +35.1% |
| All | +98.3% | +28.2% | +70.1% | +73.7% |
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 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