+11,207.6%
JBHT vs RRC
+1,202.2%
+10,005.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | -3.2% | +4.0% | -7.2% | -3.7% |
| 6M | +17.0% | +1.6% | +15.4% | +16.5% |
| YTD | +41.7% | +19.7% | +21.9% | +38.9% |
| 1Y | +90.0% | +21.4% | +68.6% | +85.5% |
| 3Y | +47.0% | +29.7% | +17.3% | +41.6% |
| 5Y | +58.3% | +153.9% | -95.6% | +40.8% |
| 10Y | +273.9% | +10.8% | +263.1% | +225.8% |
| All | +11,207.6% | +1,202.2% | +10,005.4% | +8,474.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling