+38.4%
ARKK vs JEPI
+92.4%
-54.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -0.7% |
| 7D | -4.7% | -2.0% | -2.6% | -0.2% |
| 30D | +3.1% | -2.0% | +5.1% | +7.8% |
| 3M | +13.8% | +3.8% | +10.0% | +4.7% |
| 6M | +14.0% | +0.8% | +13.1% | +12.0% |
| YTD | +8.0% | +3.7% | +4.3% | -0.1% |
| 1Y | +9.9% | +7.1% | +2.8% | -5.1% |
| 3Y | +90.2% | +29.4% | +60.8% | +13.0% |
| 5Y | -29.9% | +40.8% | -70.6% | -63.5% |
| All | +38.4% | +92.4% | -54.0% | -61.3% |
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