+94.2%
JEPI vs RL
+429.7%
-335.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -1.0% | -3.4% | +2.5% | -0.5% |
| 30D | -1.4% | -14.4% | +13.0% | +0.6% |
| 3M | +3.5% | -13.6% | +17.1% | +5.4% |
| 6M | +1.9% | +0.6% | +1.4% | +1.4% |
| YTD | +4.4% | -3.6% | +8.0% | +4.3% |
| 1Y | +7.2% | +8.3% | -1.1% | +5.3% |
| 3Y | +29.8% | +204.8% | -175.0% | +10.6% |
| 5Y | +41.7% | +232.9% | -191.2% | +17.7% |
| All | +94.2% | +429.7% | -335.5% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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