+41.5%
JEPI vs RCAT
+179.4%
-137.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.4% |
| 7D | -1.1% | -2.3% | +1.1% | -1.1% |
| 30D | -1.3% | -18.7% | +17.4% | -0.9% |
| 3M | +3.3% | -29.3% | +32.6% | +3.9% |
| 6M | +1.0% | -42.3% | +43.3% | +1.6% |
| YTD | +4.2% | +2.5% | +1.7% | +3.2% |
| 1Y | +7.9% | -5.7% | +13.6% | +6.6% |
| 3Y | +30.0% | +764.9% | -734.9% | +20.8% |
| All | +41.5% | +179.4% | -137.9% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling