+213.8%
RRX vs JBHT
+272.5%
-58.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -1.6% |
| 7D | +3.4% | +4.9% | -1.4% | +0.4% |
| 30D | -11.1% | +0.6% | -11.7% | -11.7% |
| 3M | -23.7% | -3.2% | -20.5% | -22.8% |
| 6M | -22.0% | +17.0% | -38.9% | -29.9% |
| YTD | +16.5% | +41.7% | -25.2% | -7.3% |
| 1Y | +11.5% | +90.0% | -78.5% | -27.8% |
| 3Y | +1.5% | +47.0% | -45.5% | -23.4% |
| 5Y | +18.3% | +58.3% | -40.0% | -17.5% |
| All | +213.8% | +272.5% | -58.7% | +13.9% |
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 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