+28.9%
JEPI vs RMD
+50.8%
-21.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -2.0% | -4.2% | +2.2% | -1.5% |
| 30D | -2.0% | -2.1% | 0.0% | -1.8% |
| 3M | +3.8% | +13.8% | -10.0% | +1.9% |
| 6M | +0.8% | -10.6% | +11.5% | +2.0% |
| YTD | +3.7% | -8.1% | +11.8% | +4.4% |
| 1Y | +7.1% | -18.0% | +25.1% | +9.3% |
| All | +28.9% | +50.8% | -21.9% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 3y: compounded portfolio wealth divided by compounded RMD 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…
3y analysis · Full analysis span regression · 6 months rolling