-48.8%
RIG vs JBHT
+183.5%
-232.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | -2.6% | +0.5% | -3.0% | -2.8% |
| 30D | -5.2% | -0.1% | -5.1% | -5.7% |
| 3M | -8.6% | -14.0% | +5.4% | -2.1% |
| 6M | -18.9% | -5.1% | -13.8% | -19.2% |
| YTD | +28.6% | +18.0% | +10.5% | +10.6% |
| 1Y | +25.5% | +36.5% | -11.0% | -1.8% |
| 3Y | -20.2% | +34.8% | -54.9% | -40.5% |
| 5Y | +53.9% | +21.4% | +32.5% | +17.7% |
| 10Y | -48.8% | +178.0% | -226.8% | -81.7% |
| All | -48.8% | +183.5% | -232.3% | -81.7% |
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