-44.1%
RGEN vs RJF
+103.8%
-147.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.7% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | +1.2% | -2.0% | +3.2% | +2.0% |
| 3M | +26.8% | +16.3% | +10.5% | +16.6% |
| 6M | +29.1% | +16.9% | +12.1% | +18.3% |
| YTD | +0.7% | +10.4% | -9.7% | -5.4% |
| 1Y | +39.1% | +7.4% | +31.6% | +32.0% |
| 3Y | +2.2% | +72.2% | -70.0% | -26.0% |
| All | -44.1% | +103.8% | -147.8% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling