+40.9%
JEPI vs RY
+139.4%
-98.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.2% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -1.3% | -1.9% | +0.6% | -0.6% |
| 3M | +3.3% | +5.1% | -1.8% | +1.2% |
| 6M | +1.0% | +28.2% | -27.2% | -8.5% |
| YTD | +4.2% | +22.9% | -18.6% | -4.1% |
| 1Y | +7.9% | +45.5% | -37.6% | -7.2% |
| 3Y | +30.0% | +156.7% | -126.7% | -11.6% |
| 5Y | +40.9% | +137.7% | -96.8% | -2.5% |
| All | +40.9% | +139.4% | -98.5% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling