+96.1%
JEPI vs RY
+324.1%
-228.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -0.3% | +3.1% | -3.5% | -1.4% |
| 30D | +0.1% | -0.3% | +0.5% | +0.2% |
| 3M | +4.8% | +8.7% | -3.9% | +1.6% |
| 6M | +1.0% | +28.5% | -27.5% | -7.8% |
| YTD | +5.5% | +25.1% | -19.6% | -2.9% |
| 1Y | +9.2% | +46.3% | -37.1% | -4.9% |
| 3Y | +31.2% | +154.9% | -123.8% | -6.8% |
| 5Y | +41.4% | +140.3% | -98.9% | +2.0% |
| All | +96.1% | +324.1% | -228.0% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling