+59.0%
JD vs RGEN
+833.2%
-774.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.3% | +0.9% |
| 7D | +13.4% | -1.9% | +15.3% | +13.8% |
| 30D | +7.7% | +3.7% | +3.9% | +6.4% |
| 3M | -11.3% | +8.8% | -20.1% | -13.9% |
| 6M | -5.1% | +38.0% | -43.1% | -14.3% |
| YTD | +5.0% | +5.9% | -0.8% | +0.9% |
| 1Y | -5.6% | +19.7% | -25.3% | -12.4% |
| 3Y | +17.8% | +20.5% | -2.8% | +3.0% |
| 5Y | -57.2% | -35.0% | -22.2% | -58.2% |
| 10Y | +34.8% | +540.9% | -506.1% | -18.5% |
| All | +59.0% | +833.2% | -774.3% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling