+5,591.8%
RCL vs JBHT
+6,103.9%
-512.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.4% | -1.7% |
| 7D | +3.9% | -1.4% | +5.3% | +4.6% |
| 30D | +11.8% | -3.1% | +14.8% | +13.1% |
| 3M | -0.8% | -19.5% | +18.7% | +7.2% |
| 6M | +23.6% | -9.6% | +33.2% | +26.8% |
| YTD | +17.6% | +13.3% | +4.3% | +9.4% |
| 1Y | +28.3% | +29.7% | -1.4% | +12.9% |
| 3Y | +261.4% | +28.3% | +233.1% | +208.4% |
| 5Y | +245.3% | +18.5% | +226.9% | +205.3% |
| 10Y | +381.8% | +198.1% | +183.7% | +197.7% |
| All | +5,591.8% | +6,103.9% | -512.1% | +1,483.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling