+464.0%
RVMD vs JBHT
+22.9%
+441.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.6% |
| 7D | -9.5% | +0.5% | -10.0% | -9.6% |
| 30D | -6.8% | -0.1% | -6.8% | -6.8% |
| 3M | -12.1% | -14.0% | +1.9% | -7.7% |
| 6M | +25.4% | -5.1% | +30.4% | +25.6% |
| YTD | +126.9% | +18.0% | +108.8% | +105.0% |
| 1Y | +182.0% | +36.5% | +145.5% | +138.6% |
| 3Y | +816.8% | +34.8% | +782.0% | +645.2% |
| 5Y | +464.0% | +21.4% | +442.6% | +350.7% |
| All | +464.0% | +22.9% | +441.1% | +350.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling