+101.1%
JEPI vs RL
+505.1%
-404.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | 0.0% |
| 7D | +2.7% | +2.6% | +0.1% | +2.3% |
| 30D | +2.5% | +2.9% | -0.4% | +2.1% |
| 3M | +1.9% | 0.0% | +1.9% | +1.8% |
| 6M | +7.7% | +17.1% | -9.4% | +5.1% |
| YTD | +8.2% | +10.1% | -2.0% | +6.1% |
| 1Y | +10.4% | +17.3% | -6.9% | +7.3% |
| 3Y | +36.5% | +249.3% | -212.8% | +14.3% |
| 5Y | +44.2% | +240.9% | -196.7% | +18.6% |
| All | +101.1% | +505.1% | -404.1% | +59.2% |
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