+402.8%
RGEN vs RJF
+429.5%
-26.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -2.9% | -4.2% | +1.3% | -1.2% |
| 30D | -0.1% | -3.6% | +3.6% | +1.3% |
| 3M | +25.9% | +15.6% | +10.3% | +18.4% |
| 6M | +35.2% | +17.6% | +17.6% | +26.3% |
| YTD | +0.5% | +9.2% | -8.7% | -3.6% |
| 1Y | +37.0% | +5.5% | +31.5% | +32.8% |
| 3Y | +2.0% | +70.3% | -68.3% | -18.4% |
| 5Y | -44.2% | +106.0% | -150.2% | -58.6% |
| All | +402.8% | +429.5% | -26.7% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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