+18.7%
RGTI vs JBHT
+37.3%
-18.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.3% | -0.7% | +19.9% | +19.6% |
| 7D | +4.4% | -1.6% | +6.0% | +5.4% |
| 30D | -19.5% | -2.3% | -17.2% | -18.4% |
| 3M | -28.9% | -18.5% | -10.5% | -21.4% |
| 6M | -41.5% | -11.3% | -30.2% | -39.3% |
| YTD | -47.0% | +12.6% | -59.5% | -52.0% |
| 1Y | -65.8% | +29.8% | -95.6% | -71.5% |
| 3Y | +1,029.8% | +28.1% | +1,001.7% | +813.7% |
| 5Y | +9.3% | +17.7% | -8.4% | -8.9% |
| All | +18.7% | +37.3% | -18.6% | -0.9% |
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