+95.8%
RIO vs JBHT
+58.3%
+37.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.2% |
| 7D | 0.0% | +4.9% | -4.9% | -1.1% |
| 30D | +4.0% | +0.6% | +3.4% | +3.7% |
| 3M | +0.1% | -3.2% | +3.3% | +0.5% |
| 6M | +12.7% | +17.0% | -4.2% | +7.7% |
| YTD | +35.6% | +41.7% | -6.1% | +23.5% |
| 1Y | +73.7% | +90.0% | -16.3% | +46.3% |
| 3Y | +93.3% | +47.0% | +46.3% | +70.8% |
| All | +95.8% | +58.3% | +37.6% | +64.1% |
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