+32.2%
JD vs RNG
+248.5%
-216.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.1% | -2.2% |
| 7D | +0.4% | -3.5% | +3.9% | +1.1% |
| 30D | +4.2% | -3.8% | +8.0% | +4.7% |
| 3M | -12.8% | +18.6% | -31.3% | -17.1% |
| 6M | -8.8% | +69.2% | -78.0% | -22.0% |
| YTD | +0.5% | +161.9% | -161.4% | -26.1% |
| 1Y | -8.8% | +176.2% | -185.0% | -34.0% |
| 3Y | +18.6% | +174.5% | -155.9% | -18.9% |
| 5Y | -62.2% | -71.9% | +9.7% | -54.7% |
| 10Y | +32.2% | +235.4% | -203.2% | -20.9% |
| All | +32.2% | +248.5% | -216.3% | -20.9% |
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 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