+278.1%
RMD vs JBHT
+272.5%
+5.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.2% |
| 7D | -5.0% | +4.9% | -9.9% | -6.4% |
| 30D | +2.2% | +0.6% | +1.6% | +1.8% |
| 3M | +17.8% | -3.2% | +21.1% | +18.4% |
| 6M | -11.3% | +17.0% | -28.3% | -16.6% |
| YTD | -4.4% | +41.7% | -46.1% | -15.7% |
| 1Y | -15.7% | +90.0% | -105.7% | -33.3% |
| 3Y | +47.7% | +47.0% | +0.8% | +24.6% |
| 5Y | -19.2% | +58.3% | -77.5% | -35.3% |
| All | +278.1% | +272.5% | +5.6% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling