+5,614.8%
JBHT vs RCAT
-100.0%
+5,714.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.8% | +2.8% |
| 7D | +4.9% | -1.4% | +6.3% | +4.9% |
| 30D | +0.6% | -3.3% | +3.9% | +0.6% |
| 3M | -3.2% | -43.2% | +40.0% | -3.2% |
| 6M | +17.0% | -43.2% | +60.1% | +16.9% |
| YTD | +41.7% | +5.5% | +36.1% | +41.7% |
| 1Y | +90.0% | -1.6% | +91.6% | +90.0% |
| 3Y | +47.0% | +773.7% | -726.7% | +47.4% |
| 5Y | +58.3% | +187.6% | -129.3% | +58.7% |
| 10Y | +273.9% | -98.5% | +372.4% | +285.4% |
| All | +5,614.8% | -100.0% | +5,714.7% | +5,912.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling