+40.8%
JEPI vs ROP
-16.6%
+57.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -2.0% | -8.0% | +6.0% | +0.3% |
| 30D | -2.0% | -2.7% | +0.7% | -1.3% |
| 3M | +3.8% | +16.6% | -12.8% | -1.5% |
| 6M | +0.8% | +10.4% | -9.5% | -2.9% |
| YTD | +3.7% | -12.1% | +15.8% | +8.0% |
| 1Y | +7.1% | -23.6% | +30.7% | +17.6% |
| 3Y | +29.4% | -19.3% | +48.7% | +37.6% |
| 5Y | +40.8% | -15.4% | +56.1% | +42.1% |
| All | +40.8% | -16.6% | +57.3% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling