+43,328.4%
RMD vs JBHT
+6,893.6%
+36,434.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.8% | +5.7% |
| 7D | -3.9% | +1.7% | -5.6% | -4.2% |
| 30D | +7.9% | -1.2% | +9.1% | +8.2% |
| 3M | +8.1% | -17.1% | +25.2% | +12.4% |
| 6M | +15.5% | -4.4% | +19.9% | +15.6% |
| YTD | +0.7% | +17.5% | -16.8% | -4.4% |
| 1Y | -1.4% | +32.6% | -34.0% | -9.0% |
| 3Y | +62.1% | +33.0% | +29.1% | +46.1% |
| 5Y | -4.2% | +20.3% | -24.5% | -12.6% |
| 10Y | +367.9% | +209.1% | +158.8% | +235.1% |
| All | +43,328.4% | +6,893.6% | +36,434.8% | +15,903.3% |
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