+16.4%
JD vs RNG
+223.4%
-207.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.3% |
| 7D | -2.6% | -9.6% | +7.0% | -0.3% |
| 30D | -15.4% | +8.8% | -24.2% | -17.3% |
| 3M | -5.0% | +78.6% | -83.6% | -18.7% |
| 6M | +0.9% | +70.3% | -69.4% | -14.3% |
| YTD | -2.5% | +140.3% | -142.8% | -26.3% |
| 1Y | -16.0% | +126.6% | -142.6% | -35.8% |
| 3Y | -8.5% | +120.2% | -128.7% | -33.4% |
| 5Y | -61.8% | -68.3% | +6.5% | -56.1% |
| All | +16.4% | +223.4% | -207.1% | -27.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling