+96.8%
RSG vs JBHT
+17.1%
+79.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.0% |
| 7D | +1.2% | -1.6% | +2.7% | +1.3% |
| 30D | +14.2% | -2.3% | +16.5% | +14.4% |
| 3M | +17.8% | -18.5% | +36.2% | +19.9% |
| 6M | +24.0% | -11.3% | +35.2% | +24.9% |
| YTD | +17.5% | +12.6% | +4.9% | +15.2% |
| 1Y | +21.9% | +29.8% | -7.8% | +17.7% |
| 3Y | +64.6% | +28.1% | +36.5% | +56.8% |
| All | +96.8% | +17.1% | +79.7% | +84.7% |
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