+17.6%
JD vs RGEN
+406.9%
-389.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.2% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | -16.0% | +2.8% | -18.9% | -16.9% |
| 3M | -3.2% | +34.5% | -37.7% | -11.9% |
| 6M | +6.1% | +40.5% | -34.4% | -5.8% |
| YTD | -0.1% | +2.8% | -3.0% | -3.1% |
| 1Y | -12.7% | +39.6% | -52.4% | -23.4% |
| 3Y | -6.3% | +4.4% | -10.7% | -16.5% |
| 5Y | -61.3% | -42.8% | -18.6% | -60.8% |
| 10Y | +17.6% | +406.7% | -389.1% | -33.9% |
| All | +17.6% | +406.9% | -389.2% | -33.9% |
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