+92.8%
JEPI vs RNG
-73.7%
+166.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -2.0% | -9.6% | +7.5% | -1.5% |
| 30D | -2.0% | +8.8% | -10.8% | -2.6% |
| 3M | +3.8% | +78.6% | -74.8% | -0.1% |
| 6M | +0.8% | +70.3% | -69.4% | -3.1% |
| YTD | +3.7% | +140.3% | -136.6% | -3.1% |
| 1Y | +7.1% | +126.6% | -119.5% | +0.3% |
| 3Y | +29.4% | +120.2% | -90.8% | +19.5% |
| 5Y | +40.8% | -68.3% | +109.1% | +38.4% |
| All | +92.8% | -73.7% | +166.6% | +88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling