-41.9%
RIG vs JBHT
+266.9%
-308.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | +0.6% |
| 7D | -8.2% | +2.9% | -11.1% | -9.9% |
| 30D | -0.2% | +0.6% | -0.8% | -1.0% |
| 3M | -2.7% | -6.6% | +3.9% | 0.0% |
| 6M | -7.5% | +23.6% | -31.0% | -20.8% |
| YTD | +38.3% | +38.6% | -0.3% | +10.0% |
| 1Y | +81.8% | +91.5% | -9.6% | +13.7% |
| 3Y | -30.2% | +49.3% | -79.5% | -50.3% |
| 5Y | +59.9% | +62.3% | -2.4% | +1.9% |
| 10Y | -41.9% | +276.9% | -318.9% | -79.4% |
| All | -41.9% | +266.9% | -308.8% | -79.4% |
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 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