+206.2%
RDDT vs JBHT
+43.3%
+162.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.6% |
| 7D | +1.0% | +4.9% | -3.9% | -0.2% |
| 30D | -0.5% | +0.6% | -1.1% | -0.8% |
| 3M | -16.0% | -3.2% | -12.8% | -15.7% |
| 6M | +4.9% | +17.0% | -12.1% | -0.3% |
| YTD | -32.8% | +41.7% | -74.5% | -39.4% |
| 1Y | -33.5% | +90.0% | -123.4% | -44.9% |
| All | +206.2% | +43.3% | +162.9% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling