+34.4%
JD vs RNG
+234.5%
-200.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -4.1% | +4.6% | -8.7% | -5.1% |
| 30D | +4.6% | +0.4% | +4.2% | +4.1% |
| 3M | -4.7% | +11.4% | -16.2% | -7.9% |
| 6M | -17.4% | +95.7% | -113.0% | -31.6% |
| YTD | +0.7% | +162.9% | -162.2% | -26.0% |
| 1Y | -5.9% | +180.3% | -186.1% | -32.2% |
| 3Y | +18.9% | +188.3% | -169.5% | -19.8% |
| 5Y | -62.9% | -72.5% | +9.6% | -55.2% |
| All | +34.4% | +234.5% | -200.1% | -19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling