+1,576.0%
RGEN vs RJF
+49,848.3%
-48,272.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | -4.9% | -0.6% | -4.3% | -4.8% |
| 30D | +5.7% | -1.3% | +6.9% | +5.9% |
| 3M | +32.4% | +18.9% | +13.6% | +25.9% |
| 6M | +33.2% | +15.0% | +18.1% | +27.8% |
| YTD | +2.3% | +12.2% | -9.9% | -1.3% |
| 1Y | +39.0% | +5.6% | +33.4% | +36.1% |
| 3Y | -4.6% | +74.9% | -79.5% | -19.0% |
| 5Y | -42.7% | +106.6% | -149.3% | -53.6% |
| 10Y | +433.6% | +433.1% | +0.5% | +221.7% |
| All | +1,576.0% | +49,848.3% | -48,272.3% | +94.0% |
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