+9.1%
ADSK vs JEPI
+93.8%
-84.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.8% |
| 7D | -2.5% | -1.0% | -1.5% | -0.8% |
| 30D | -14.9% | -1.4% | -13.5% | -12.7% |
| 3M | +3.3% | +3.5% | -0.2% | -2.6% |
| 6M | -15.7% | +1.9% | -17.6% | -18.7% |
| YTD | -28.2% | +4.4% | -32.7% | -33.7% |
| 1Y | -34.5% | +7.2% | -41.7% | -42.2% |
| 3Y | -2.9% | +29.8% | -32.7% | -40.1% |
| 5Y | -25.3% | +41.7% | -67.1% | -59.8% |
| All | +9.1% | +93.8% | -84.7% | -68.2% |
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