+234.8%
RCL vs JBHT
+58.3%
+176.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.5% |
| 7D | -5.1% | +4.9% | -10.0% | -7.4% |
| 30D | -19.0% | +0.6% | -19.6% | -19.5% |
| 3M | -9.6% | -3.2% | -6.4% | -8.8% |
| 6M | -6.7% | +17.0% | -23.6% | -14.9% |
| YTD | -3.9% | +41.7% | -45.6% | -20.7% |
| 1Y | -25.1% | +90.0% | -115.1% | -48.0% |
| 3Y | +179.1% | +47.0% | +132.1% | +116.6% |
| All | +234.8% | +58.3% | +176.5% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 5y: compounded portfolio wealth divided by compounded JBHT 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…
5y analysis · Full analysis span regression · 6 months rolling