+1,577.9%
RGEN vs RJF
+47,306.8%
-45,728.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -3.3% | +3.6% | -6.9% | -4.2% |
| 30D | -5.8% | +7.2% | -13.1% | -7.7% |
| 3M | +0.2% | -6.5% | +6.7% | +1.9% |
| 6M | +56.8% | +10.3% | +46.5% | +51.8% |
| YTD | +2.4% | +6.5% | -4.1% | +0.1% |
| 1Y | +11.4% | +6.1% | +5.3% | +9.0% |
| 3Y | +15.2% | +74.9% | -59.7% | -2.2% |
| 5Y | -35.1% | +81.3% | -116.4% | -45.7% |
| 10Y | +419.6% | +332.3% | +87.3% | +230.4% |
| All | +1,577.9% | +47,306.8% | -45,728.9% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling