+1,525.1%
JBL vs RGEN
+415.7%
+1,109.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +5.0% |
| 7D | +2.4% | -1.4% | +3.9% | +2.8% |
| 30D | -13.1% | -0.3% | -12.8% | -13.2% |
| 3M | -15.6% | +23.9% | -39.5% | -20.4% |
| 6M | +24.6% | +38.5% | -14.0% | +13.5% |
| YTD | +39.6% | +0.8% | +38.8% | +36.9% |
| 1Y | +48.6% | +38.2% | +10.4% | +34.4% |
| 3Y | +197.3% | +1.3% | +196.0% | +176.2% |
| 5Y | +413.0% | -44.0% | +457.0% | +418.0% |
| All | +1,525.1% | +415.7% | +1,109.3% | +842.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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