+273.3%
JBHT vs RRC
+10.9%
+262.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.9% |
| 7D | +4.9% | +1.3% | +3.6% | +4.7% |
| 30D | +0.6% | +10.1% | -9.5% | -0.6% |
| 3M | -3.2% | +4.0% | -7.2% | -3.8% |
| 6M | +17.0% | +1.6% | +15.4% | +16.3% |
| YTD | +41.7% | +19.7% | +21.9% | +38.1% |
| 1Y | +90.0% | +21.4% | +68.6% | +84.3% |
| 3Y | +47.0% | +29.7% | +17.3% | +40.1% |
| 5Y | +58.3% | +153.9% | -95.6% | +36.8% |
| All | +273.3% | +10.9% | +262.4% | +189.6% |
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