+94.2%
JEPI vs COO
-26.9%
+121.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.0% | -22.5% | +21.5% | +3.7% |
| 30D | -1.4% | -29.7% | +28.3% | +5.3% |
| 3M | +3.5% | -20.1% | +23.7% | +7.6% |
| 6M | +1.9% | -26.9% | +28.8% | +7.7% |
| YTD | +4.4% | -34.2% | +38.7% | +12.7% |
| 1Y | +7.2% | -21.3% | +28.4% | +11.2% |
| 3Y | +29.8% | -38.7% | +68.4% | +38.9% |
| 5Y | +41.7% | -52.2% | +93.9% | +55.9% |
| All | +94.2% | -26.9% | +121.0% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling