+6,084.9%
RIO vs JBHT
+11,301.7%
-5,216.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.3% |
| 7D | 0.0% | +4.9% | -4.9% | -1.3% |
| 30D | +4.0% | +0.6% | +3.4% | +3.7% |
| 3M | +0.1% | -3.2% | +3.3% | +0.6% |
| 6M | +12.7% | +17.0% | -4.2% | +7.2% |
| YTD | +35.6% | +41.7% | -6.1% | +22.4% |
| 1Y | +73.7% | +90.0% | -16.3% | +43.5% |
| 3Y | +93.3% | +47.0% | +46.3% | +67.6% |
| 5Y | +92.4% | +58.3% | +34.1% | +60.9% |
| 10Y | +606.9% | +273.9% | +333.0% | +363.9% |
| All | +6,084.9% | +11,301.7% | -5,216.8% | +2,499.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling