+74.2%
JEPI vs OUST
-61.4%
+135.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.7% |
| 7D | -0.2% | +12.7% | -12.9% | -0.6% |
| 30D | -0.6% | -13.6% | +13.0% | -0.3% |
| 3M | +4.8% | -8.3% | +13.1% | +4.4% |
| 6M | +2.1% | +85.0% | -82.9% | -0.9% |
| YTD | +4.8% | +73.2% | -68.4% | +1.8% |
| 1Y | +8.4% | +32.5% | -24.0% | +5.7% |
| 3Y | +30.8% | +643.8% | -613.1% | +18.0% |
| 5Y | +41.0% | -52.1% | +93.1% | +31.7% |
| All | +74.2% | -61.4% | +135.5% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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