+94.9%
JEPI vs RGEN
+20.3%
+74.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -0.2% | -0.9% | +0.6% | -0.2% |
| 30D | -0.6% | +2.8% | -3.4% | -0.9% |
| 3M | +4.8% | +34.5% | -29.7% | +1.7% |
| 6M | +2.1% | +40.5% | -38.4% | -1.7% |
| YTD | +4.8% | +2.8% | +2.0% | +3.9% |
| 1Y | +8.4% | +39.6% | -31.2% | +4.2% |
| 3Y | +30.8% | +4.4% | +26.4% | +26.3% |
| 5Y | +41.0% | -42.8% | +83.7% | +38.1% |
| All | +94.9% | +20.3% | +74.6% | +77.8% |
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 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