+190.3%
RDDT vs JBHT
+40.2%
+150.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.4% |
| 7D | -7.4% | +2.9% | -10.3% | -8.0% |
| 30D | -7.7% | +0.6% | -8.4% | -8.0% |
| 3M | -17.8% | -6.6% | -11.2% | -16.8% |
| 6M | +5.5% | +23.6% | -18.1% | -1.2% |
| YTD | -36.3% | +38.6% | -74.9% | -42.3% |
| 1Y | -39.0% | +91.5% | -130.5% | -49.9% |
| All | +190.3% | +40.2% | +150.1% | +133.6% |
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