+10,144.8%
RTX vs JBHT
+9,634.5%
+510.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.9% |
| 7D | +1.3% | +1.7% | -0.4% | +0.9% |
| 30D | +7.6% | -1.2% | +8.8% | +7.8% |
| 3M | -8.6% | -17.1% | +8.5% | -5.4% |
| 6M | +15.6% | -4.4% | +20.0% | +15.4% |
| YTD | +9.4% | +17.5% | -8.1% | +3.8% |
| 1Y | +14.7% | +32.6% | -17.9% | +5.8% |
| 3Y | +154.7% | +33.0% | +121.6% | +128.4% |
| 5Y | +150.9% | +20.3% | +130.5% | +126.7% |
| 10Y | +290.8% | +209.1% | +81.7% | +184.4% |
| All | +10,144.8% | +9,634.5% | +510.4% | +3,932.1% |
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