-35.8%
RGEN vs JAAA
+27.5%
-63.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | -5.8% | +0.4% | -6.3% | -6.4% |
| 3M | +0.2% | +1.2% | -1.0% | -1.5% |
| 6M | +56.8% | +2.3% | +54.5% | +51.6% |
| YTD | +2.4% | +4.0% | -1.6% | -3.2% |
| 1Y | +11.4% | +4.8% | +6.6% | +4.4% |
| 3Y | +15.2% | +18.4% | -3.3% | +7.7% |
| All | -35.8% | +27.5% | -63.4% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling