-2.9%
ADSK vs JEPI
+30.1%
-33.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.6% |
| 7D | -2.5% | -1.0% | -1.5% | -1.2% |
| 30D | -14.9% | -1.4% | -13.5% | -13.2% |
| 3M | +3.3% | +3.5% | -0.2% | -1.4% |
| 6M | -15.7% | +1.9% | -17.6% | -17.9% |
| YTD | -28.2% | +4.4% | -32.7% | -32.6% |
| 1Y | -34.5% | +7.2% | -41.7% | -40.7% |
| 3Y | -2.9% | +29.8% | -32.7% | -34.8% |
| All | -2.9% | +30.1% | -33.0% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling