+253.1%
RMBS vs JBHT
+58.3%
+194.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | -0.1% |
| 7D | -0.3% | +4.9% | -5.2% | -2.8% |
| 30D | -12.2% | +0.6% | -12.7% | -12.4% |
| 3M | -49.5% | -3.2% | -46.3% | -48.7% |
| 6M | -7.1% | +17.0% | -24.1% | -15.0% |
| YTD | -7.0% | +41.7% | -48.7% | -23.0% |
| 1Y | +13.3% | +90.0% | -76.6% | -20.6% |
| 3Y | +49.2% | +47.0% | +2.3% | +16.6% |
| All | +253.1% | +58.3% | +194.9% | +162.9% |
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 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