+185.3%
RNG vs JAAA
+4.8%
+180.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -9.6% | +0.2% | -9.7% | -10.8% |
| 30D | -1.4% | +0.4% | -1.8% | -5.5% |
| 3M | +28.8% | +1.2% | +27.6% | +13.4% |
| 6M | +65.6% | +2.3% | +63.2% | +30.1% |
| YTD | +171.4% | +3.9% | +167.5% | +107.1% |
| 1Y | +185.3% | +4.8% | +180.5% | +110.9% |
| All | +185.3% | +4.8% | +180.6% | +110.9% |
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