+619.6%
RIOT vs JBHT
+182.5%
+437.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -3.2% |
| 7D | +4.8% | +7.0% | -2.2% | +0.3% |
| 30D | +16.0% | +0.5% | +15.5% | +15.7% |
| 3M | -8.8% | -17.4% | +8.6% | +2.0% |
| 6M | -29.7% | -1.7% | -28.0% | -31.5% |
| YTD | +38.3% | +20.7% | +17.5% | +16.1% |
| 1Y | +26.2% | +41.1% | -14.9% | -5.2% |
| 3Y | +79.0% | +38.0% | +41.0% | +29.9% |
| 5Y | -60.4% | +22.5% | -82.8% | -68.0% |
| All | +619.6% | +182.5% | +437.2% | +165.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling