-45.7%
RDDT vs JBHT
+34.8%
-80.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.1% | +4.9% | +5.8% |
| 7D | -24.4% | +1.7% | -26.1% | -24.6% |
| 30D | -32.3% | -1.2% | -31.1% | -32.1% |
| 3M | -36.3% | -17.1% | -19.2% | -34.5% |
| 6M | -39.7% | -4.4% | -35.3% | -40.3% |
| YTD | -55.7% | +17.5% | -73.2% | -60.1% |
| 1Y | -45.7% | +32.6% | -78.3% | -54.9% |
| All | -45.7% | +34.8% | -80.6% | -54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling