+93.8%
JEPI vs RMBS
+451.6%
-357.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | -1.1% | +3.5% | -4.6% | -1.4% |
| 30D | -1.3% | -8.6% | +7.3% | -0.6% |
| 3M | +3.3% | -40.3% | +43.7% | +7.2% |
| 6M | +1.0% | -1.0% | +2.0% | -1.2% |
| YTD | +4.2% | -4.6% | +8.8% | +1.6% |
| 1Y | +7.9% | +17.6% | -9.6% | +1.9% |
| 3Y | +30.0% | +58.6% | -28.6% | +14.2% |
| 5Y | +40.9% | +270.9% | -230.0% | +6.4% |
| All | +93.8% | +451.6% | -357.8% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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