+94.2%
JEPI vs RNG
-73.8%
+167.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.0% | -6.1% | +5.1% | -0.6% |
| 30D | -1.4% | +9.6% | -11.0% | -2.0% |
| 3M | +3.5% | +83.3% | -79.8% | -0.5% |
| 6M | +1.9% | +77.9% | -76.0% | -2.3% |
| YTD | +4.4% | +139.9% | -135.5% | -2.4% |
| 1Y | +7.2% | +121.7% | -114.5% | +0.5% |
| 3Y | +29.8% | +121.9% | -92.1% | +19.8% |
| 5Y | +41.7% | -68.4% | +110.1% | +39.3% |
| All | +94.2% | -73.8% | +167.9% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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