+22.7%
RGTI vs JBHT
+43.0%
-20.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.8% |
| 7D | +9.6% | +0.9% | +8.7% | +9.3% |
| 30D | -13.4% | -1.1% | -12.3% | -12.7% |
| 3M | -31.2% | -14.8% | -16.4% | -25.6% |
| 6M | -35.9% | -7.4% | -28.4% | -34.8% |
| YTD | -45.1% | +17.3% | -62.5% | -51.4% |
| 1Y | -63.3% | +35.3% | -98.6% | -70.0% |
| 3Y | +1,152.6% | +33.9% | +1,118.6% | +891.3% |
| 5Y | +16.2% | +22.5% | -6.4% | -5.1% |
| All | +22.7% | +43.0% | -20.3% | +0.4% |
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