+805.4%
RIOT vs JBHT
+257.6%
+547.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +1.2% |
| 7D | +14.8% | +4.9% | +9.9% | +11.5% |
| 30D | +1.4% | +0.6% | +0.8% | +1.0% |
| 3M | -20.6% | -3.2% | -17.4% | -19.9% |
| 6M | +31.9% | +17.0% | +14.9% | +16.4% |
| YTD | +72.1% | +41.7% | +30.4% | +32.1% |
| 1Y | +65.7% | +90.0% | -24.3% | -2.5% |
| 3Y | +97.5% | +47.0% | +50.5% | +40.6% |
| 5Y | -36.7% | +58.3% | -95.0% | -55.9% |
| 10Y | +550.1% | +273.9% | +276.2% | +142.7% |
| All | +805.4% | +257.6% | +547.8% | +236.8% |
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