+96.1%
JEPI vs RL
+448.6%
-352.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +0.1% | -7.8% | +7.9% | +1.2% |
| 3M | +4.8% | -4.0% | +8.8% | +5.1% |
| 6M | +1.0% | -1.9% | +2.9% | +0.8% |
| YTD | +5.5% | -0.2% | +5.7% | +4.9% |
| 1Y | +9.2% | +10.7% | -1.5% | +7.0% |
| 3Y | +31.2% | +210.8% | -179.6% | +11.5% |
| 5Y | +41.4% | +238.2% | -196.9% | +17.0% |
| All | +96.1% | +448.6% | -352.5% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling