+161.4%
JPM vs RNG
+120.1%
+41.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.3% |
| 7D | -2.3% | -9.6% | +7.2% | -1.6% |
| 30D | -2.3% | +8.8% | -11.2% | -3.1% |
| 3M | +14.9% | +78.6% | -63.7% | +8.9% |
| 6M | +23.6% | +70.3% | -46.6% | +16.9% |
| YTD | +11.3% | +140.3% | -129.1% | +0.5% |
| 1Y | +19.9% | +126.6% | -106.7% | +8.7% |
| All | +161.4% | +120.1% | +41.3% | +127.6% |
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