+840.5%
JPM vs RNG
+340.1%
+500.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.0% |
| 7D | +3.5% | +4.6% | -1.1% | +3.0% |
| 30D | +3.3% | +0.4% | +2.8% | +3.1% |
| 3M | -4.2% | +11.4% | -15.6% | -5.5% |
| 6M | +16.4% | +95.7% | -79.3% | +7.5% |
| YTD | +9.5% | +162.9% | -153.4% | -3.4% |
| 1Y | +14.0% | +180.3% | -166.2% | -0.2% |
| 3Y | +153.1% | +188.3% | -35.3% | +116.0% |
| 5Y | +134.9% | -72.5% | +207.4% | +142.5% |
| 10Y | +485.7% | +236.7% | +249.1% | +293.4% |
| All | +840.5% | +340.1% | +500.4% | +512.2% |
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