+49.1%
RIO vs JBHT
+28.2%
+20.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.1% |
| 7D | -0.1% | -1.4% | +1.3% | +0.1% |
| 30D | -13.3% | -3.1% | -10.2% | -12.9% |
| 3M | -16.3% | -19.5% | +3.3% | -13.5% |
| 6M | -15.4% | -9.6% | -5.9% | -14.8% |
| YTD | +9.2% | +13.3% | -4.1% | +5.3% |
| 1Y | +26.5% | +29.7% | -3.2% | +19.2% |
| All | +49.1% | +28.2% | +20.8% | +31.5% |
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