+48.6%
JBL vs RNG
+128.1%
-79.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.0% |
| 7D | +2.4% | -6.1% | +8.5% | +2.2% |
| 30D | -13.1% | +9.6% | -22.7% | -12.8% |
| 3M | -15.6% | +83.3% | -98.9% | -14.1% |
| 6M | +24.6% | +77.9% | -53.4% | +26.2% |
| YTD | +39.6% | +139.9% | -100.3% | +39.0% |
| 1Y | +48.6% | +121.7% | -73.0% | +47.9% |
| All | +48.6% | +128.1% | -79.5% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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