+90.0%
RIO vs JBHT
+17.1%
+73.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.8% |
| 7D | +2.2% | -1.6% | +3.8% | +2.6% |
| 30D | -10.1% | -2.3% | -7.8% | -9.7% |
| 3M | -14.1% | -18.5% | +4.3% | -10.5% |
| 6M | -18.9% | -11.3% | -7.6% | -17.6% |
| YTD | +9.9% | +12.6% | -2.7% | +4.9% |
| 1Y | +27.0% | +29.8% | -2.8% | +17.1% |
| 3Y | +50.1% | +28.1% | +22.0% | +35.0% |
| All | +90.0% | +17.1% | +73.0% | +66.3% |
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