+94.2%
JEPI vs ROP
+10.0%
+84.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.0% | -4.6% | +3.6% | +0.3% |
| 30D | -1.4% | -1.7% | +0.3% | -1.0% |
| 3M | +3.5% | +17.1% | -13.5% | -1.5% |
| 6M | +1.9% | +10.9% | -8.9% | -1.7% |
| YTD | +4.4% | -12.1% | +16.5% | +8.1% |
| 1Y | +7.2% | -24.2% | +31.4% | +16.6% |
| 3Y | +29.8% | -20.4% | +50.1% | +38.0% |
| 5Y | +41.7% | -15.4% | +57.1% | +44.8% |
| All | +94.2% | +10.0% | +84.2% | +84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling