+278.0%
RTX vs JBHT
+272.5%
+5.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.5% |
| 7D | -5.2% | +4.9% | -10.0% | -6.6% |
| 30D | -9.4% | +0.6% | -10.0% | -9.8% |
| 3M | +12.3% | -3.2% | +15.5% | +12.6% |
| 6M | -3.1% | +17.0% | -20.1% | -9.3% |
| YTD | +10.7% | +41.7% | -31.0% | -3.3% |
| 1Y | +28.4% | +90.0% | -61.6% | 0.0% |
| 3Y | +147.1% | +47.0% | +100.1% | +104.0% |
| 5Y | +167.2% | +58.3% | +108.9% | +103.1% |
| All | +278.0% | +272.5% | +5.5% | +80.8% |
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