+61.6%
RSP vs JBHT
+28.2%
+33.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -2.1% |
| 7D | -1.4% | -1.4% | -0.1% | -1.1% |
| 30D | +2.1% | -3.1% | +5.2% | +2.8% |
| 3M | -0.9% | -19.5% | +18.6% | +3.2% |
| 6M | +7.5% | -9.6% | +17.1% | +8.7% |
| YTD | +14.6% | +13.3% | +1.3% | +9.5% |
| 1Y | +17.6% | +29.7% | -12.1% | +8.8% |
| All | +61.6% | +28.2% | +33.4% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling