-33.3%
ADBE vs JEPI
+93.4%
-126.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | 0.0% |
| 7D | -8.9% | -1.1% | -7.8% | -7.2% |
| 30D | -6.6% | -1.3% | -5.4% | -4.7% |
| 3M | +7.1% | +3.3% | +3.8% | +1.7% |
| 6M | -9.8% | +1.0% | -10.8% | -11.4% |
| YTD | -27.2% | +4.2% | -31.4% | -32.2% |
| 1Y | -28.0% | +7.9% | -35.9% | -36.7% |
| 3Y | -54.5% | +30.0% | -84.6% | -70.9% |
| 5Y | -61.5% | +40.9% | -102.4% | -77.9% |
| All | -33.3% | +93.4% | -126.7% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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