+94.2%
JEPI vs RSG
+199.7%
-105.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -1.4% | +4.0% | -5.4% | -2.6% |
| 3M | +3.5% | +7.4% | -3.8% | +1.1% |
| 6M | +1.9% | +0.1% | +1.8% | +1.6% |
| YTD | +4.4% | +6.0% | -1.6% | +1.9% |
| 1Y | +7.2% | -3.0% | +10.2% | +7.8% |
| 3Y | +29.8% | +56.5% | -26.7% | +9.0% |
| 5Y | +41.7% | +90.9% | -49.2% | +9.8% |
| All | +94.2% | +199.7% | -105.5% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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