-75.5%
RNG vs JAAA
+29.4%
-104.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.4% |
| 7D | -6.1% | +0.1% | -6.2% | -6.3% |
| 30D | +9.6% | +0.5% | +9.1% | +7.7% |
| 3M | +83.3% | +1.3% | +82.1% | +76.0% |
| 6M | +77.9% | +2.8% | +75.2% | +62.8% |
| YTD | +139.9% | +3.3% | +136.7% | +116.7% |
| 1Y | +121.7% | +4.9% | +116.7% | +90.7% |
| 3Y | +121.9% | +19.0% | +102.9% | +38.6% |
| 5Y | -68.4% | +26.9% | -95.2% | -84.1% |
| All | -75.5% | +29.4% | -104.9% | -89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling