-15.3%
RIG vs JBHT
+38.8%
-54.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.9% | +3.4% |
| 7D | +5.7% | +7.0% | -1.3% | +3.3% |
| 30D | -0.7% | +0.5% | -1.2% | -1.2% |
| 3M | -3.1% | -17.4% | +14.2% | +3.1% |
| 6M | -16.3% | -1.7% | -14.6% | -17.5% |
| YTD | +34.1% | +20.7% | +13.4% | +20.3% |
| 1Y | +38.2% | +41.1% | -2.9% | +15.5% |
| 3Y | -15.3% | +38.0% | -53.3% | -37.1% |
| All | -15.3% | +38.8% | -54.1% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling