+582.3%
RVMD vs JBHT
+58.3%
+524.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.4% |
| 7D | +1.0% | +4.9% | -3.9% | -0.8% |
| 30D | +6.4% | +0.6% | +5.9% | +5.9% |
| 3M | +34.9% | -3.2% | +38.1% | +35.5% |
| 6M | +107.6% | +17.0% | +90.6% | +92.6% |
| YTD | +163.7% | +41.7% | +122.0% | +125.6% |
| 1Y | +439.2% | +90.0% | +349.2% | +301.0% |
| 3Y | +499.2% | +47.0% | +452.2% | +389.0% |
| All | +582.3% | +58.3% | +524.1% | +443.6% |
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