+35.6%
TROW vs JBHT
+35.7%
-0.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.5% | +4.2% | -4.6% | -1.6% |
| 30D | +6.7% | -0.4% | +7.1% | +6.8% |
| 3M | -1.7% | -17.3% | +15.7% | +3.2% |
| 6M | +7.8% | -3.5% | +11.3% | +7.0% |
| YTD | +9.9% | +18.0% | -8.1% | +1.1% |
| 1Y | +8.7% | +35.5% | -26.8% | -4.9% |
| All | +35.6% | +35.7% | -0.1% | +8.3% |
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