-53.8%
RIOT vs JBHT
+22.9%
-76.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.7% |
| 7D | +18.9% | +0.5% | +18.5% | +18.6% |
| 30D | +11.0% | -0.1% | +11.1% | +11.0% |
| 3M | -9.7% | -14.0% | +4.4% | -1.4% |
| 6M | -27.9% | -5.1% | -22.8% | -28.5% |
| YTD | +44.3% | +18.0% | +26.2% | +19.8% |
| 1Y | +13.3% | +36.5% | -23.3% | -16.2% |
| 3Y | +76.4% | +34.8% | +41.7% | +23.7% |
| 5Y | -53.8% | +21.4% | -75.2% | -65.5% |
| All | -53.8% | +22.9% | -76.7% | -65.5% |
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