+74.5%
RIOT vs JBHT
+34.7%
+39.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.0% |
| 7D | +29.0% | +0.9% | +28.0% | +28.5% |
| 30D | +7.1% | -1.1% | +8.2% | +7.7% |
| 3M | -6.8% | -14.8% | +8.0% | -0.4% |
| 6M | -24.9% | -7.4% | -17.5% | -24.4% |
| YTD | +42.7% | +17.3% | +25.4% | +26.0% |
| 1Y | +4.4% | +35.3% | -30.9% | -14.6% |
| 3Y | +74.5% | +33.9% | +40.6% | +59.3% |
| All | +74.5% | +34.7% | +39.8% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling