+640.5%
RIOT vs JBHT
+198.0%
+442.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +20.8% | +4.2% | +16.6% | +17.6% |
| 30D | +7.0% | -0.4% | +7.4% | +7.2% |
| 3M | -12.3% | -17.3% | +5.1% | -1.9% |
| 6M | -27.3% | -3.5% | -23.8% | -28.3% |
| YTD | +40.7% | +18.0% | +22.7% | +20.0% |
| 1Y | +15.3% | +35.5% | -20.2% | -10.8% |
| 3Y | +72.1% | +34.8% | +37.3% | +26.9% |
| 5Y | -59.7% | +19.7% | -79.4% | -66.9% |
| 10Y | +651.6% | +178.0% | +473.7% | +237.9% |
| All | +640.5% | +198.0% | +442.5% | +205.9% |
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