+17.8%
JD vs RGEN
+15.5%
+2.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.3% | +1.2% |
| 7D | +13.4% | -1.9% | +15.3% | +13.6% |
| 30D | +7.7% | +3.7% | +3.9% | +6.9% |
| 3M | -11.3% | +8.8% | -20.1% | -12.8% |
| 6M | -5.1% | +38.0% | -43.1% | -10.8% |
| YTD | +5.0% | +5.9% | -0.8% | +3.2% |
| 1Y | -5.6% | +19.7% | -25.3% | -9.5% |
| 3Y | +17.8% | +20.5% | -2.8% | +5.6% |
| All | +17.8% | +15.5% | +2.3% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling