+207.8%
RVMD vs JBHT
+33.2%
+174.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.7% |
| 7D | -0.6% | +0.9% | -1.5% | -0.7% |
| 30D | +1.7% | -1.1% | +2.8% | +1.9% |
| 3M | -6.7% | -14.8% | +8.1% | -5.1% |
| 6M | +36.1% | -7.4% | +43.6% | +38.1% |
| YTD | +142.4% | +17.3% | +125.1% | +142.9% |
| 1Y | +207.8% | +35.3% | +172.4% | +213.3% |
| All | +207.8% | +33.2% | +174.5% | +213.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling