+90.2%
JEPQ vs RGEN
+2.1%
+88.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -0.2% | -1.4% | +1.3% | +0.1% |
| 30D | +0.8% | -0.3% | +1.1% | +0.7% |
| 3M | +4.0% | +23.9% | -19.9% | +0.3% |
| 6M | +10.4% | +38.5% | -28.2% | +4.2% |
| YTD | +11.4% | +0.8% | +10.6% | +10.3% |
| 1Y | +18.9% | +38.2% | -19.3% | +11.6% |
| 3Y | +70.3% | +1.3% | +69.0% | +62.6% |
| All | +90.2% | +2.1% | +88.1% | +71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling