+95.6%
RDDT vs JBHT
+18.7%
+76.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +2.6% | +0.9% | +1.7% | +2.5% |
| 30D | -38.3% | -1.1% | -37.2% | -38.1% |
| 3M | -37.8% | -14.8% | -23.0% | -35.7% |
| 6M | -36.7% | -7.4% | -29.2% | -36.1% |
| YTD | -57.1% | +17.3% | -74.4% | -59.7% |
| 1Y | -51.7% | +35.3% | -87.0% | -56.4% |
| All | +95.6% | +18.7% | +76.9% | +63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling