+28.9%
JBHT vs RCAT
+270.1%
-241.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -14.9% | +11.3% | -3.0% |
| 7D | -1.4% | -32.6% | +31.2% | 0.0% |
| 30D | -3.1% | -46.3% | +43.2% | -1.0% |
| 3M | -19.5% | -60.7% | +41.1% | -17.0% |
| 6M | -9.6% | -67.4% | +57.8% | -6.6% |
| YTD | +13.3% | -57.1% | +70.4% | +15.0% |
| 1Y | +29.7% | -63.8% | +93.5% | +32.0% |
| All | +28.9% | +270.1% | -241.2% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling