+45.4%
RSP vs JBHT
+17.1%
+28.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -1.0% | -1.6% | +0.6% | -0.6% |
| 30D | +2.6% | -2.3% | +4.9% | +3.2% |
| 3M | -0.8% | -18.5% | +17.7% | +4.3% |
| 6M | +6.3% | -11.3% | +17.5% | +8.5% |
| YTD | +14.1% | +12.6% | +1.6% | +7.8% |
| 1Y | +18.0% | +29.8% | -11.7% | +6.6% |
| 3Y | +61.0% | +28.1% | +32.9% | +41.4% |
| All | +45.4% | +17.1% | +28.3% | +25.4% |
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 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