+92.8%
JEPI vs RIO
+208.1%
-115.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.1% |
| 7D | -2.0% | -3.4% | +1.3% | -1.6% |
| 30D | -2.0% | +0.6% | -2.6% | -2.1% |
| 3M | +3.8% | +2.5% | +1.2% | +3.3% |
| 6M | +0.8% | +10.8% | -10.0% | -1.0% |
| YTD | +3.7% | +30.5% | -26.8% | -0.7% |
| 1Y | +7.1% | +68.1% | -61.0% | -1.3% |
| 3Y | +29.4% | +94.0% | -64.6% | +16.1% |
| 5Y | +40.8% | +92.0% | -51.3% | +25.1% |
| All | +92.8% | +208.1% | -115.3% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling