+94.2%
JEPI vs RCAT
+507.6%
-413.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | -1.0% | -4.9% | +3.9% | -0.9% |
| 30D | -1.4% | -22.9% | +21.4% | -1.2% |
| 3M | +3.5% | -33.7% | +37.3% | +3.9% |
| 6M | +1.9% | -50.7% | +52.7% | +2.4% |
| YTD | +4.4% | +0.4% | +4.1% | +4.0% |
| 1Y | +7.2% | -27.6% | +34.8% | +6.9% |
| 3Y | +29.8% | +753.2% | -723.4% | +25.9% |
| 5Y | +41.7% | +183.3% | -141.5% | +37.8% |
| All | +94.2% | +507.6% | -413.5% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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