+96.1%
JEPI vs RBA
+129.5%
-33.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -0.3% | -2.9% | +2.6% | +0.1% |
| 30D | +0.1% | -12.3% | +12.4% | +1.9% |
| 3M | +4.8% | -20.5% | +25.3% | +7.8% |
| 6M | +1.0% | -18.5% | +19.6% | +3.4% |
| YTD | +5.5% | -18.2% | +23.7% | +7.7% |
| 1Y | +9.2% | -27.5% | +36.7% | +13.4% |
| 3Y | +31.2% | +38.1% | -6.9% | +24.1% |
| 5Y | +41.4% | +44.8% | -3.4% | +31.2% |
| All | +96.1% | +129.5% | -33.4% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling