+34.4%
JD vs RGEN
+415.2%
-380.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.3% |
| 7D | -4.1% | -3.3% | -0.8% | -3.3% |
| 30D | +4.6% | -5.8% | +10.5% | +6.0% |
| 3M | -4.7% | +0.2% | -4.9% | -5.8% |
| 6M | -17.4% | +56.8% | -74.1% | -29.1% |
| YTD | +0.7% | +2.4% | -1.7% | -3.1% |
| 1Y | -5.9% | +11.4% | -17.3% | -11.9% |
| 3Y | +18.9% | +15.2% | +3.7% | +2.5% |
| 5Y | -62.9% | -35.1% | -27.8% | -63.9% |
| All | +34.4% | +415.2% | -380.8% | -28.8% |
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