+162.6%
JPM vs RGEN
-0.1%
+162.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | -1.1% | +2.8% | -3.9% | -1.5% |
| 3M | +14.1% | +34.5% | -20.3% | +9.9% |
| 6M | +23.3% | +40.5% | -17.2% | +17.7% |
| YTD | +11.3% | +2.8% | +8.4% | +10.0% |
| 1Y | +23.0% | +39.6% | -16.6% | +17.1% |
| 3Y | +162.6% | +4.4% | +158.1% | +155.7% |
| All | +162.6% | -0.1% | +162.6% | +155.7% |
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