+189.7%
JBHT vs RRC
+64.2%
+125.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -3.1% |
| 7D | -1.4% | -6.9% | +5.5% | -0.6% |
| 30D | -3.1% | +25.4% | -28.5% | -5.8% |
| 3M | -19.5% | +31.9% | -51.5% | -22.2% |
| 6M | -9.6% | +17.2% | -26.8% | -11.5% |
| YTD | +13.3% | +43.4% | -30.1% | +8.0% |
| 1Y | +29.7% | +36.7% | -7.1% | +24.2% |
| 3Y | +28.3% | +38.8% | -10.5% | +21.2% |
| 5Y | +18.5% | +118.3% | -99.8% | +3.9% |
| All | +189.7% | +64.2% | +125.5% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling