+448.0%
RSG vs JBHT
+176.2%
+271.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.4% | +4.2% | -2.7% | +0.6% |
| 30D | +15.0% | -0.4% | +15.4% | +15.0% |
| 3M | +18.5% | -17.3% | +35.8% | +22.5% |
| 6M | +25.8% | -3.5% | +29.3% | +25.5% |
| YTD | +20.8% | +18.0% | +2.8% | +14.9% |
| 1Y | +24.8% | +35.5% | -10.7% | +15.0% |
| 3Y | +65.9% | +34.8% | +31.1% | +48.5% |
| 5Y | +99.1% | +19.7% | +79.3% | +80.0% |
| All | +448.0% | +176.2% | +271.8% | +268.3% |
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 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