-7.2%
JD vs RNG
+122.1%
-129.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -3.0% | -4.1% | +1.1% | -2.6% |
| 30D | -19.3% | +8.6% | -28.0% | -20.3% |
| 3M | -6.0% | +78.0% | -84.0% | -13.2% |
| 6M | +1.8% | +67.0% | -65.2% | -6.1% |
| YTD | -2.6% | +142.4% | -145.0% | -17.1% |
| 1Y | -17.4% | +120.4% | -137.9% | -28.6% |
| All | -7.2% | +122.1% | -129.3% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling