+30.3%
JEPI vs RY
+158.4%
-128.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.4% |
| 7D | -0.2% | +2.7% | -2.9% | -1.1% |
| 30D | -0.6% | -1.0% | +0.4% | -0.3% |
| 3M | +4.8% | +7.6% | -2.9% | +2.0% |
| 6M | +2.1% | +29.5% | -27.4% | -7.0% |
| YTD | +4.8% | +24.2% | -19.3% | -3.2% |
| 1Y | +8.4% | +46.4% | -37.9% | -5.7% |
| All | +30.3% | +158.4% | -128.2% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3y: compounded portfolio wealth divided by compounded RY 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…
3y analysis · Full analysis span regression · 6 months rolling