+93.9%
RIO vs JBHT
+15.0%
+79.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -0.9% |
| 7D | -0.1% | -1.4% | +1.3% | +0.2% |
| 30D | -13.3% | -3.1% | -10.2% | -12.7% |
| 3M | -16.3% | -19.5% | +3.3% | -12.5% |
| 6M | -15.4% | -9.6% | -5.9% | -14.5% |
| YTD | +9.2% | +13.3% | -4.1% | +4.1% |
| 1Y | +26.5% | +29.7% | -3.2% | +16.6% |
| 3Y | +49.9% | +28.3% | +21.6% | +34.8% |
| 5Y | +93.9% | +18.5% | +75.5% | +68.7% |
| All | +93.9% | +15.0% | +79.0% | +68.7% |
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