-46.1%
RIG vs JBHT
+192.4%
-238.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.1% |
| 7D | -24.5% | -1.6% | -22.9% | -23.9% |
| 30D | -2.8% | -2.3% | -0.5% | -2.1% |
| 3M | +1.6% | -18.5% | +20.0% | +12.2% |
| 6M | -15.9% | -11.3% | -4.6% | -12.8% |
| YTD | +26.9% | +12.6% | +14.3% | +12.2% |
| 1Y | +34.4% | +29.8% | +4.6% | +8.1% |
| 3Y | -21.2% | +28.1% | -49.3% | -39.5% |
| 5Y | +46.4% | +17.7% | +28.7% | +13.6% |
| All | -46.1% | +192.4% | -238.5% | -82.9% |
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 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