+7.2%
JEPI vs COO
-20.3%
+27.5%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.0% | -22.5% | +21.5% | +2.2% |
| 30D | -1.4% | -29.7% | +28.3% | +3.2% |
| 3M | +3.5% | -20.1% | +23.7% | +6.2% |
| 6M | +1.9% | -26.9% | +28.8% | +6.3% |
| YTD | +4.4% | -34.2% | +38.7% | +10.6% |
| 1Y | +7.2% | -21.3% | +28.4% | +11.0% |
| All | +7.2% | -20.3% | +27.5% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling