-35.8%
RGEN vs RJF
+81.1%
-116.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -3.3% | +3.6% | -6.9% | -5.0% |
| 30D | -5.8% | +7.2% | -13.1% | -9.2% |
| 3M | +0.2% | -6.5% | +6.7% | +3.3% |
| 6M | +56.8% | +10.3% | +46.5% | +47.4% |
| YTD | +2.4% | +6.5% | -4.1% | -2.3% |
| 1Y | +11.4% | +6.1% | +5.3% | +6.5% |
| 3Y | +15.2% | +74.9% | -59.7% | -17.9% |
| All | -35.8% | +81.1% | -116.9% | -54.1% |
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