+565.3%
RVMD vs JBHT
+103.8%
+461.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.9% | +8.5% |
| 7D | +0.5% | -1.6% | +2.1% | +1.2% |
| 30D | -4.3% | -2.3% | -2.0% | -3.5% |
| 3M | -2.8% | -18.5% | +15.7% | +3.8% |
| 6M | +27.3% | -11.3% | +38.5% | +30.9% |
| YTD | +141.4% | +12.6% | +128.8% | +124.4% |
| 1Y | +213.3% | +29.8% | +183.5% | +174.7% |
| 3Y | +792.7% | +28.1% | +764.6% | +659.5% |
| 5Y | +470.6% | +17.7% | +452.9% | +392.9% |
| All | +565.3% | +103.8% | +461.5% | +314.3% |
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 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