-10.6%
ADSK vs JEPI
+7.1%
-17.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +2.9% | +2.6% |
| 7D | +11.3% | -2.7% | +14.0% | +13.8% |
| 30D | +16.4% | -0.3% | +16.6% | +16.2% |
| 3M | +12.1% | -1.3% | +13.4% | +13.1% |
| 6M | +7.9% | +2.5% | +5.4% | +5.5% |
| YTD | -9.1% | +4.0% | -13.0% | -13.0% |
| 1Y | -10.6% | +6.8% | -17.4% | -17.5% |
| All | -10.6% | +7.1% | -17.7% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling