+1,535.0%
JBL vs RNG
+309.1%
+1,226.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +4.9% | +1.2% |
| 7D | +4.4% | -0.8% | +5.2% | +4.5% |
| 30D | -8.4% | +11.4% | -19.8% | -10.2% |
| 3M | -14.2% | +72.1% | -86.3% | -22.4% |
| 6M | +29.6% | +67.9% | -38.3% | +16.2% |
| YTD | +37.1% | +144.3% | -107.3% | +13.0% |
| 1Y | +49.5% | +117.5% | -68.0% | +25.5% |
| 3Y | +192.7% | +123.9% | +68.8% | +135.4% |
| 5Y | +411.3% | -70.1% | +481.4% | +446.9% |
| 10Y | +1,447.6% | +215.9% | +1,231.7% | +844.5% |
| All | +1,535.0% | +309.1% | +1,226.0% | +842.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling