+141.7%
RNG vs JAAA
+4.9%
+136.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.7% |
| 7D | +5.8% | +0.2% | +5.6% | +3.7% |
| 30D | +19.6% | +0.5% | +19.1% | +12.8% |
| 3M | +67.0% | +1.3% | +65.8% | +46.3% |
| 6M | +88.4% | +2.7% | +85.7% | +44.1% |
| YTD | +155.5% | +3.2% | +152.3% | +93.7% |
| 1Y | +141.7% | +4.9% | +136.7% | +54.0% |
| All | +141.7% | +4.9% | +136.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 1y: compounded portfolio wealth divided by compounded JAAA 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…
1y analysis · Full analysis span regression · 6 months rolling