+40.9%
JEPI vs RBA
+39.8%
+1.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.1% | -1.9% | +0.8% | -0.9% |
| 30D | -1.3% | -13.0% | +11.7% | +0.7% |
| 3M | +3.3% | -23.1% | +26.5% | +7.0% |
| 6M | +1.0% | -22.6% | +23.6% | +4.4% |
| YTD | +4.2% | -20.4% | +24.6% | +6.9% |
| 1Y | +7.9% | -29.6% | +37.5% | +12.9% |
| 3Y | +30.0% | +26.6% | +3.5% | +23.9% |
| 5Y | +40.9% | +38.2% | +2.8% | +29.5% |
| All | +40.9% | +39.8% | +1.1% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling