+54.3%
JD vs RNG
+489.8%
-435.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +2.8% |
| 7D | -1.7% | +5.8% | -7.4% | -3.0% |
| 30D | -13.2% | +19.6% | -32.8% | -17.0% |
| 3M | -3.2% | +67.0% | -70.2% | -15.6% |
| 6M | +15.2% | +88.4% | -73.1% | -4.2% |
| YTD | +2.0% | +155.5% | -153.5% | -23.5% |
| 1Y | -5.4% | +141.7% | -147.1% | -28.3% |
| 3Y | -9.1% | +131.1% | -140.2% | -33.9% |
| 5Y | -59.6% | -70.6% | +11.0% | -53.7% |
| 10Y | +26.2% | +228.2% | -202.0% | -23.1% |
| All | +54.3% | +489.8% | -435.5% | -13.1% |
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