+28.9%
JBHT vs RRC
+40.4%
-11.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.7% | +0.1% | -3.2% |
| 7D | -1.4% | -6.9% | +5.5% | -0.7% |
| 30D | -3.1% | +25.4% | -28.5% | -5.5% |
| 3M | -19.5% | +31.9% | -51.5% | -21.9% |
| 6M | -9.6% | +17.2% | -26.8% | -11.2% |
| YTD | +13.3% | +43.4% | -30.1% | +8.2% |
| 1Y | +29.7% | +36.7% | -7.1% | +24.3% |
| All | +28.9% | +40.4% | -11.4% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling