+98.4%
JBHT vs RPRX
+76.0%
+22.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -1.4% | +2.5% | -3.9% | -1.9% |
| 30D | -3.1% | +19.7% | -22.8% | -6.9% |
| 3M | -19.5% | +17.5% | -37.0% | -22.5% |
| 6M | -9.6% | +35.1% | -44.7% | -15.6% |
| YTD | +13.3% | +77.3% | -64.0% | -0.2% |
| 1Y | +29.7% | +70.4% | -40.7% | +15.0% |
| 3Y | +28.3% | +161.0% | -132.7% | +2.9% |
| 5Y | +18.5% | +92.2% | -73.7% | +1.2% |
| All | +98.4% | +76.0% | +22.4% | +69.5% |
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