+54.3%
JD vs RGEN
+801.6%
-747.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | -1.7% | -4.9% | +3.2% | -0.5% |
| 30D | -13.2% | +5.7% | -18.8% | -14.5% |
| 3M | -3.2% | +32.4% | -35.6% | -10.6% |
| 6M | +15.2% | +33.2% | -18.0% | +5.2% |
| YTD | +2.0% | +2.3% | -0.3% | -0.6% |
| 1Y | -5.4% | +39.0% | -44.4% | -15.4% |
| 3Y | -9.1% | -4.6% | -4.5% | -15.5% |
| 5Y | -59.6% | -42.7% | -16.9% | -59.2% |
| 10Y | +26.2% | +433.6% | -407.3% | -20.9% |
| All | +54.3% | +801.6% | -747.2% | +0.4% |
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