+92.8%
JEPI vs RRX
+125.0%
-32.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | -2.0% | -3.7% | +1.7% | -1.5% |
| 30D | -2.0% | -9.3% | +7.3% | -0.8% |
| 3M | +3.8% | -21.8% | +25.6% | +6.5% |
| 6M | +0.8% | -22.0% | +22.8% | +2.9% |
| YTD | +3.7% | +11.9% | -8.2% | -0.2% |
| 1Y | +7.1% | +11.6% | -4.5% | +2.7% |
| 3Y | +29.4% | +2.2% | +27.2% | +22.7% |
| 5Y | +40.8% | +14.9% | +25.9% | +28.3% |
| All | +92.8% | +125.0% | -32.2% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 all: compounded portfolio wealth divided by compounded RRX 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…
all analysis · Full analysis span regression · 6 months rolling