+4,035.0%
RRX vs JBHT
+9,226.7%
-5,191.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.1% | +5.7% |
| 7D | +7.5% | -1.6% | +9.1% | +8.1% |
| 30D | +3.0% | -2.3% | +5.3% | +3.6% |
| 3M | -5.3% | -18.5% | +13.1% | +0.1% |
| 6M | -26.6% | -11.3% | -15.4% | -24.6% |
| YTD | +21.2% | +12.6% | +8.6% | +16.4% |
| 1Y | +25.9% | +29.8% | -3.8% | +16.0% |
| 3Y | +71.7% | +28.1% | +43.6% | +58.1% |
| 5Y | +7.8% | +17.7% | -9.9% | +1.3% |
| 10Y | +242.9% | +196.1% | +46.7% | +154.6% |
| All | +4,035.0% | +9,226.7% | -5,191.8% | +1,716.5% |
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 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