+7.2%
JEPI vs RBA
-27.6%
+34.8%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -1.4% | -2.9% | +1.5% | -1.2% |
| 3M | +3.5% | -20.9% | +24.5% | +5.2% |
| 6M | +1.9% | -17.7% | +19.6% | +2.9% |
| YTD | +4.4% | -18.2% | +22.6% | +4.9% |
| 1Y | +7.2% | -29.1% | +36.3% | +8.6% |
| All | +7.2% | -27.6% | +34.8% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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