+863.0%
JPM vs RNG
+301.7%
+561.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -0.7% | -6.1% | +5.4% | 0.0% |
| 30D | -2.5% | +9.6% | -12.1% | -3.4% |
| 3M | +14.1% | +83.3% | -69.2% | +6.6% |
| 6M | +25.1% | +77.9% | -52.8% | +16.4% |
| YTD | +12.1% | +139.9% | -127.8% | +0.1% |
| 1Y | +18.8% | +121.7% | -102.8% | +6.7% |
| 3Y | +163.4% | +121.9% | +41.5% | +131.2% |
| 5Y | +156.5% | -68.4% | +224.9% | +160.9% |
| 10Y | +595.1% | +220.0% | +375.1% | +368.8% |
| All | +863.0% | +301.7% | +561.3% | +534.3% |
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