+148.1%
JBHT vs RPRX
+66.6%
+81.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +4.9% | +5.1% | -0.2% | +3.7% |
| 30D | +0.6% | +11.2% | -10.6% | -1.8% |
| 3M | -3.2% | +16.7% | -19.9% | -6.6% |
| 6M | +17.0% | +36.0% | -19.0% | +9.1% |
| YTD | +41.7% | +67.8% | -26.1% | +26.4% |
| 1Y | +90.0% | +76.7% | +13.3% | +67.2% |
| 3Y | +47.0% | +128.1% | -81.1% | +21.4% |
| 5Y | +58.3% | +82.9% | -24.6% | +36.6% |
| All | +148.1% | +66.6% | +81.4% | +114.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling