-48.2%
RIG vs JBHT
+5,520.0%
-5,568.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.6% | -2.9% | -5.4% |
| 7D | -23.8% | -1.4% | -22.4% | -23.5% |
| 30D | -5.6% | -3.1% | -2.5% | -4.9% |
| 3M | -0.8% | -19.5% | +18.8% | +5.0% |
| 6M | -18.4% | -9.6% | -8.8% | -16.9% |
| YTD | +23.5% | +13.3% | +10.2% | +17.0% |
| 1Y | +30.8% | +29.7% | +1.1% | +18.8% |
| 3Y | -25.4% | +28.3% | -53.7% | -33.0% |
| 5Y | +42.5% | +18.5% | +24.0% | +30.1% |
| 10Y | -47.3% | +198.1% | -245.4% | -61.5% |
| All | -48.2% | +5,520.0% | -5,568.2% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling