-2.1%
RGEN vs JAAA
+29.4%
-31.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.6% |
| 30D | -0.3% | +0.5% | -0.8% | -1.2% |
| 3M | +23.9% | +1.3% | +22.6% | +21.4% |
| 6M | +38.5% | +2.8% | +35.8% | +32.5% |
| YTD | +0.8% | +3.3% | -2.5% | -4.2% |
| 1Y | +38.2% | +4.9% | +33.3% | +28.4% |
| 3Y | +1.3% | +19.0% | -17.7% | -9.3% |
| 5Y | -44.0% | +26.9% | -70.9% | -49.7% |
| All | -2.1% | +29.4% | -31.5% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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