+347.6%
RIO vs JBHT
+176.2%
+171.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +0.1% | +4.2% | -4.0% | -1.2% |
| 30D | -10.5% | -0.4% | -10.1% | -10.5% |
| 3M | -15.9% | -17.3% | +1.4% | -11.2% |
| 6M | -22.3% | -3.5% | -18.8% | -22.7% |
| YTD | +9.3% | +18.0% | -8.7% | +1.0% |
| 1Y | +23.0% | +35.5% | -12.5% | +8.2% |
| 3Y | +52.1% | +34.8% | +17.3% | +28.6% |
| 5Y | +88.9% | +19.7% | +69.1% | +62.6% |
| All | +347.6% | +176.2% | +171.4% | +139.9% |
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