+388.3%
JBL vs RGEN
-44.2%
+432.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.5% | -2.7% |
| 7D | -1.0% | -2.9% | +1.9% | -0.4% |
| 30D | -15.1% | -0.1% | -15.0% | -15.2% |
| 3M | -14.0% | +25.9% | -40.0% | -19.0% |
| 6M | +20.6% | +35.2% | -14.6% | +10.9% |
| YTD | +32.9% | +0.5% | +32.4% | +30.7% |
| 1Y | +40.5% | +37.0% | +3.6% | +27.9% |
| 3Y | +183.7% | +2.0% | +181.7% | +164.6% |
| 5Y | +388.3% | -44.2% | +432.5% | +346.3% |
| All | +388.3% | -44.2% | +432.6% | +346.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling