-50.9%
RDDT vs JBHT
+36.1%
-87.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +6.1% | +4.2% | +1.9% | +5.1% |
| 30D | -35.9% | -0.4% | -35.5% | -35.8% |
| 3M | -35.1% | -17.3% | -17.8% | -33.2% |
| 6M | -34.7% | -3.5% | -31.2% | -35.5% |
| YTD | -56.7% | +18.0% | -74.7% | -61.7% |
| 1Y | -50.9% | +35.5% | -86.4% | -60.6% |
| All | -50.9% | +36.1% | -87.0% | -60.6% |
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 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