+59.9%
JBHT vs RPRX
+83.4%
-23.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +4.9% | +5.1% | -0.2% | +3.3% |
| 30D | +0.6% | +11.2% | -10.6% | -2.6% |
| 3M | -3.2% | +16.7% | -19.9% | -7.6% |
| 6M | +17.0% | +36.0% | -19.0% | +6.6% |
| YTD | +41.7% | +67.8% | -26.1% | +21.7% |
| 1Y | +90.0% | +76.7% | +13.3% | +60.2% |
| 3Y | +47.0% | +128.1% | -81.1% | +13.6% |
| All | +59.9% | +83.4% | -23.6% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 5y: compounded portfolio wealth divided by compounded RPRX 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…
5y analysis · Full analysis span regression · 6 months rolling