-50.7%
RIG vs JBHT
+186.6%
-237.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -12.2% | +0.9% | -13.1% | -12.7% |
| 30D | -6.0% | -1.1% | -4.9% | -6.0% |
| 3M | -9.4% | -14.8% | +5.4% | -2.5% |
| 6M | -19.1% | -7.4% | -11.6% | -18.1% |
| YTD | +25.4% | +17.3% | +8.1% | +8.3% |
| 1Y | +23.3% | +35.3% | -12.0% | -3.1% |
| 3Y | -22.1% | +33.9% | -56.1% | -41.8% |
| 5Y | +50.1% | +22.5% | +27.6% | +13.8% |
| 10Y | -50.7% | +181.3% | -232.0% | -82.2% |
| All | -50.7% | +186.6% | -237.3% | -82.2% |
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