+90.4%
JEPQ vs RGEN
+4.2%
+86.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +1.4% | -0.9% | +2.3% | +1.6% |
| 30D | +1.3% | +2.8% | -1.5% | +0.8% |
| 3M | +3.8% | +34.5% | -30.6% | -1.0% |
| 6M | +12.2% | +40.5% | -28.3% | +5.6% |
| YTD | +11.6% | +2.8% | +8.7% | +10.1% |
| 1Y | +19.9% | +39.6% | -19.7% | +12.4% |
| 3Y | +71.9% | +4.4% | +67.5% | +63.3% |
| All | +90.4% | +4.2% | +86.2% | +70.8% |
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