+10,848.8%
JPM vs RGEN
+1,577.9%
+9,270.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +3.5% | -3.3% | +6.8% | +3.7% |
| 30D | +3.3% | -5.8% | +9.1% | +3.6% |
| 3M | -4.2% | +0.2% | -4.4% | -4.4% |
| 6M | +16.4% | +56.8% | -40.4% | +12.9% |
| YTD | +9.5% | +2.4% | +7.1% | +8.8% |
| 1Y | +14.0% | +11.4% | +2.6% | +12.7% |
| 3Y | +153.1% | +15.2% | +137.9% | +146.7% |
| 5Y | +134.9% | -35.1% | +170.0% | +133.1% |
| 10Y | +485.7% | +419.6% | +66.1% | +409.7% |
| All | +10,848.8% | +1,577.9% | +9,270.9% | +7,425.1% |
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 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