+9,806.7%
RTX vs JBHT
+9,288.5%
+518.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -2.5% |
| 7D | -3.8% | -1.4% | -2.4% | -3.5% |
| 30D | +4.7% | -3.1% | +7.8% | +5.3% |
| 3M | -13.4% | -19.5% | +6.1% | -9.7% |
| 6M | +11.8% | -9.6% | +21.4% | +13.0% |
| YTD | +5.8% | +13.3% | -7.6% | +1.2% |
| 1Y | +11.9% | +29.7% | -17.8% | +3.7% |
| 3Y | +146.3% | +28.3% | +118.0% | +122.7% |
| 5Y | +134.3% | +18.5% | +115.8% | +112.5% |
| 10Y | +277.9% | +198.1% | +79.8% | +177.3% |
| All | +9,806.7% | +9,288.5% | +518.2% | +3,830.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling