+94.2%
JEPI vs ONTO
+742.1%
-647.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.3% |
| 7D | -1.0% | +4.9% | -5.9% | -1.4% |
| 30D | -1.4% | -16.6% | +15.2% | -0.2% |
| 3M | +3.5% | -7.3% | +10.9% | +3.1% |
| 6M | +1.9% | +45.9% | -44.0% | -3.1% |
| YTD | +4.4% | +78.2% | -73.7% | -2.8% |
| 1Y | +7.2% | +159.8% | -152.6% | -4.1% |
| 3Y | +29.8% | +123.4% | -93.6% | +12.9% |
| 5Y | +41.7% | +265.8% | -224.1% | +14.2% |
| All | +94.2% | +742.1% | -647.9% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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