+93.8%
JEPI vs ONTO
+733.5%
-639.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -1.1% | +9.4% | -10.5% | -1.9% |
| 30D | -1.3% | -4.4% | +3.2% | -1.1% |
| 3M | +3.3% | +1.6% | +1.8% | +2.0% |
| 6M | +1.0% | +45.3% | -44.3% | -3.9% |
| YTD | +4.2% | +76.4% | -72.1% | -2.9% |
| 1Y | +7.9% | +167.2% | -159.2% | -3.7% |
| 3Y | +30.0% | +116.6% | -86.5% | +13.4% |
| 5Y | +40.9% | +263.7% | -222.8% | +13.7% |
| All | +93.8% | +733.5% | -639.8% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling