+10.6%
JEPI vs ROP
+10.4%
+0.2%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.3% | +1.5% |
| 7D | +1.5% | +11.7% | -10.2% | +0.9% |
| 30D | +3.6% | +35.5% | -31.9% | +2.0% |
| 3M | +2.3% | +25.6% | -23.3% | +1.2% |
| 6M | +5.6% | +39.3% | -33.6% | +3.9% |
| YTD | +7.5% | +11.6% | -4.2% | +8.3% |
| 1Y | +10.6% | +10.6% | 0.0% | +11.8% |
| All | +10.6% | +10.4% | +0.2% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling