-2.8%
RGTI vs JBHT
+47.2%
-50.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.3% | -9.2% | -8.0% |
| 7D | -18.1% | +7.0% | -25.2% | -21.0% |
| 30D | -17.6% | +0.5% | -18.1% | -17.7% |
| 3M | -48.3% | -17.4% | -31.0% | -43.3% |
| 6M | -47.8% | -1.7% | -46.0% | -48.7% |
| YTD | -56.6% | +20.7% | -77.3% | -62.1% |
| 1Y | -61.8% | +41.1% | -102.9% | -69.6% |
| 3Y | +807.5% | +38.0% | +769.6% | +606.3% |
| 5Y | -8.8% | +22.5% | -31.3% | -26.8% |
| All | -2.8% | +47.2% | -50.0% | -21.8% |
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