+496.2%
RVMD vs JBHT
+118.6%
+377.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -3.1% |
| 7D | -10.4% | +7.0% | -17.4% | -12.6% |
| 30D | -11.0% | +0.5% | -11.5% | -11.1% |
| 3M | -14.7% | -17.4% | +2.6% | -9.3% |
| 6M | +14.9% | -1.7% | +16.6% | +13.8% |
| YTD | +116.3% | +20.7% | +95.6% | +96.1% |
| 1Y | +167.6% | +41.1% | +126.5% | +127.7% |
| 3Y | +776.8% | +38.0% | +738.8% | +625.8% |
| 5Y | +424.8% | +22.5% | +402.3% | +346.2% |
| All | +496.2% | +118.6% | +377.6% | +261.9% |
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