+94.2%
JEPI vs RRC
+638.6%
-544.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -1.0% | -1.8% | +0.8% | -0.9% |
| 30D | -1.4% | +2.7% | -4.1% | -1.6% |
| 3M | +3.5% | +8.8% | -5.3% | +3.0% |
| 6M | +1.9% | -1.2% | +3.1% | +1.9% |
| YTD | +4.4% | +17.6% | -13.1% | +3.2% |
| 1Y | +7.2% | +18.4% | -11.2% | +5.8% |
| 3Y | +29.8% | +33.1% | -3.3% | +26.8% |
| 5Y | +41.7% | +148.2% | -106.4% | +35.2% |
| All | +94.2% | +638.6% | -544.4% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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