+40.8%
JEPI vs RRC
+150.0%
-109.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -2.0% | -1.2% | -0.9% | -1.9% |
| 30D | -2.0% | +3.0% | -5.0% | -2.3% |
| 3M | +3.8% | +7.3% | -3.5% | +3.1% |
| 6M | +0.8% | +3.6% | -2.7% | +0.3% |
| YTD | +3.7% | +19.4% | -15.7% | +1.7% |
| 1Y | +7.1% | +21.4% | -14.3% | +4.7% |
| 3Y | +29.4% | +32.8% | -3.4% | +24.6% |
| 5Y | +40.8% | +152.0% | -111.2% | +29.1% |
| All | +40.8% | +150.0% | -109.2% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling