+183.0%
JBL vs RNG
+120.1%
+62.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.7% |
| 7D | -1.0% | -9.6% | +8.6% | -0.2% |
| 30D | -15.1% | +8.8% | -23.9% | -15.7% |
| 3M | -14.0% | +78.6% | -92.7% | -18.9% |
| 6M | +20.6% | +70.3% | -49.7% | +13.3% |
| YTD | +32.9% | +140.3% | -107.4% | +16.8% |
| 1Y | +40.5% | +126.6% | -86.1% | +24.4% |
| All | +183.0% | +120.1% | +62.8% | +150.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling