+71.7%
RRX vs JBHT
+27.4%
+44.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.1% | +5.8% |
| 7D | +7.5% | -1.6% | +9.1% | +8.6% |
| 30D | +3.0% | -2.3% | +5.3% | +4.1% |
| 3M | -5.3% | -18.5% | +13.1% | +4.9% |
| 6M | -26.6% | -11.3% | -15.4% | -23.7% |
| YTD | +21.2% | +12.6% | +8.6% | +8.8% |
| 1Y | +25.9% | +29.8% | -3.8% | +3.7% |
| 3Y | +71.7% | +28.1% | +43.6% | +31.5% |
| All | +71.7% | +27.4% | +44.3% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling