+70,808.4%
ROST vs JBHT
+11,637.0%
+59,171.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.1% |
| 7D | +0.9% | +4.9% | -3.9% | -0.3% |
| 30D | -8.9% | +0.6% | -9.5% | -9.2% |
| 3M | -0.8% | -3.2% | +2.4% | -0.5% |
| 6M | +8.5% | +17.0% | -8.5% | +3.3% |
| YTD | +28.6% | +41.7% | -13.1% | +16.3% |
| 1Y | +52.3% | +90.0% | -37.7% | +26.5% |
| 3Y | +94.8% | +47.0% | +47.9% | +69.9% |
| 5Y | +110.8% | +58.3% | +52.5% | +78.0% |
| 10Y | +304.5% | +273.9% | +30.6% | +174.6% |
| All | +70,808.4% | +11,637.0% | +59,171.4% | +20,653.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling