+99.8%
RDDT vs JBHT
+17.4%
+82.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.1% | +2.9% | +5.2% |
| 7D | +10.8% | +0.2% | +10.6% | +10.8% |
| 30D | -37.0% | -2.2% | -34.8% | -36.6% |
| 3M | -37.7% | -16.5% | -21.2% | -35.2% |
| 6M | -35.3% | -8.4% | -26.9% | -34.6% |
| YTD | -56.2% | +16.1% | -72.2% | -58.7% |
| 1Y | -48.2% | +31.9% | -80.1% | -53.0% |
| All | +99.8% | +17.4% | +82.4% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling