+583.9%
RIOT vs JBHT
+192.4%
+391.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.7% | +13.9% | +13.6% |
| 7D | +30.4% | -1.6% | +32.0% | +31.8% |
| 30D | -9.9% | -2.3% | -7.6% | -8.8% |
| 3M | -21.2% | -18.5% | -2.8% | -11.4% |
| 6M | -29.5% | -11.3% | -18.2% | -26.6% |
| YTD | +31.9% | +12.6% | +19.3% | +15.9% |
| 1Y | -3.6% | +29.8% | -33.4% | -23.4% |
| 3Y | +51.8% | +28.1% | +23.7% | +15.8% |
| 5Y | -46.9% | +17.7% | -64.6% | -55.9% |
| All | +583.9% | +192.4% | +391.5% | +149.3% |
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 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