+208.0%
RSP vs JBHT
+272.5%
-64.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.5% |
| 7D | -0.8% | +4.9% | -5.6% | -2.5% |
| 30D | -0.3% | +0.6% | -0.9% | -0.8% |
| 3M | +4.3% | -3.2% | +7.5% | +4.9% |
| 6M | +8.8% | +17.0% | -8.1% | +1.5% |
| YTD | +15.3% | +41.7% | -26.4% | -0.3% |
| 1Y | +18.3% | +90.0% | -71.7% | -9.9% |
| 3Y | +52.8% | +47.0% | +5.8% | +25.3% |
| 5Y | +51.7% | +58.3% | -6.6% | +16.8% |
| All | +208.0% | +272.5% | -64.6% | +54.0% |
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