+29.8%
JBHT vs RCAT
-56.7%
+86.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.6% | -19.3% | -1.7% |
| 7D | -1.6% | -12.7% | +11.1% | -1.0% |
| 30D | -2.3% | -34.3% | +32.0% | -0.3% |
| 3M | -18.5% | -53.4% | +34.9% | -15.3% |
| 6M | -11.3% | -62.0% | +50.7% | -7.7% |
| YTD | +12.6% | -49.1% | +61.6% | +11.7% |
| 1Y | +29.8% | -53.1% | +82.9% | +29.0% |
| All | +29.8% | -56.7% | +86.5% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling