+55.2%
RIG vs JBHT
+58.3%
-3.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.6% | -4.0% |
| 7D | +0.9% | +4.9% | -4.0% | -1.4% |
| 30D | +13.8% | +0.6% | +13.2% | +13.1% |
| 3M | -6.4% | -3.2% | -3.2% | -5.8% |
| 6M | -8.2% | +17.0% | -25.1% | -16.1% |
| YTD | +41.6% | +41.7% | 0.0% | +18.1% |
| 1Y | +88.7% | +90.0% | -1.3% | +33.2% |
| 3Y | -30.9% | +47.0% | -77.8% | -45.7% |
| All | +55.2% | +58.3% | -3.1% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling