+28.9%
JEPI vs RGEN
+1.9%
+27.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -2.0% | -2.9% | +0.9% | -1.8% |
| 30D | -2.0% | -0.1% | -2.0% | -2.1% |
| 3M | +3.8% | +25.9% | -22.2% | +1.4% |
| 6M | +0.8% | +35.2% | -34.4% | -2.5% |
| YTD | +3.7% | +0.5% | +3.2% | +3.1% |
| 1Y | +7.1% | +37.0% | -29.9% | +3.1% |
| All | +28.9% | +1.9% | +27.0% | +27.1% |
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