+90.3%
RIO vs JBHT
+22.5%
+67.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.9% |
| 7D | -0.9% | +7.0% | -8.0% | -2.4% |
| 30D | -9.1% | +0.5% | -9.6% | -9.3% |
| 3M | -13.7% | -17.4% | +3.7% | -10.3% |
| 6M | -24.3% | -1.7% | -22.6% | -25.0% |
| YTD | +8.9% | +20.7% | -11.8% | +2.4% |
| 1Y | +22.7% | +41.1% | -18.4% | +11.0% |
| 3Y | +51.2% | +38.0% | +13.2% | +33.7% |
| All | +90.3% | +22.5% | +67.8% | +66.6% |
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