+55.0%
JD vs RNG
+485.9%
-430.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.7% |
| 7D | +7.9% | -6.2% | +14.1% | +9.4% |
| 30D | +4.8% | -8.0% | +12.8% | +6.3% |
| 3M | -13.9% | +15.7% | -29.6% | -17.6% |
| 6M | -5.8% | +60.3% | -66.1% | -18.2% |
| YTD | +2.4% | +153.8% | -151.4% | -23.5% |
| 1Y | -7.5% | +172.2% | -179.7% | -32.3% |
| 3Y | +20.9% | +174.8% | -153.9% | -16.4% |
| 5Y | -58.0% | -68.6% | +10.6% | -52.9% |
| 10Y | +28.9% | +248.2% | -219.3% | -22.7% |
| All | +55.0% | +485.9% | -430.9% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling