+262.3%
RDW vs JBHT
+51.9%
+210.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.3% | +6.4% |
| 7D | +9.5% | +7.1% | +2.3% | +4.9% |
| 30D | -17.4% | +2.3% | -19.7% | -18.6% |
| 3M | -39.5% | -4.5% | -35.0% | -38.4% |
| 6M | +31.3% | +29.2% | +2.1% | +11.2% |
| YTD | +47.8% | +42.2% | +5.6% | +18.3% |
| 1Y | +33.8% | +93.7% | -59.9% | -11.8% |
| 3Y | +262.3% | +53.2% | +209.1% | +163.1% |
| All | +262.3% | +51.9% | +210.4% | +163.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling