+41.8%
JEPI vs RIO
+91.0%
-49.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -1.0% | -3.2% | +2.2% | -0.5% |
| 30D | -1.4% | +0.9% | -2.3% | -1.6% |
| 3M | +3.5% | -1.4% | +5.0% | +3.6% |
| 6M | +1.9% | +10.9% | -9.0% | -0.2% |
| YTD | +4.4% | +31.2% | -26.8% | -0.7% |
| 1Y | +7.2% | +67.9% | -60.7% | -2.2% |
| 3Y | +29.8% | +88.8% | -59.0% | +15.1% |
| All | +41.8% | +91.0% | -49.2% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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