+14.9%
RRX vs JBHT
+21.8%
-6.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.0% |
| 7D | 0.0% | +0.9% | -0.9% | -0.4% |
| 30D | +9.0% | -1.1% | +10.1% | +9.6% |
| 3M | +4.0% | -14.8% | +18.8% | +12.6% |
| 6M | -15.7% | -7.4% | -8.3% | -14.2% |
| YTD | +29.0% | +17.3% | +11.7% | +13.8% |
| 1Y | +35.2% | +35.3% | -0.1% | +9.3% |
| 3Y | +67.7% | +33.9% | +33.8% | +32.9% |
| 5Y | +14.9% | +22.5% | -7.6% | -8.7% |
| All | +14.9% | +21.8% | -6.9% | -8.7% |
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