-8.8%
JD vs RNG
+178.2%
-186.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.1% | -1.6% |
| 7D | +0.4% | -3.5% | +3.9% | +0.4% |
| 30D | +4.2% | -3.8% | +8.0% | +4.2% |
| 3M | -12.8% | +18.6% | -31.3% | -12.9% |
| 6M | -8.8% | +69.2% | -78.0% | -9.3% |
| YTD | +0.5% | +161.9% | -161.4% | -3.0% |
| 1Y | -8.8% | +176.2% | -185.0% | -12.9% |
| All | -8.8% | +178.2% | -186.9% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling