+228.7%
NOK vs JEPI
+93.8%
+134.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.0% |
| 7D | +11.0% | -1.0% | +12.0% | +12.2% |
| 30D | +7.8% | -1.4% | +9.3% | +9.6% |
| 3M | -21.0% | +3.5% | -24.6% | -24.3% |
| 6M | +40.9% | +1.9% | +39.0% | +37.8% |
| YTD | +72.0% | +4.4% | +67.6% | +63.7% |
| 1Y | +140.9% | +7.2% | +133.7% | +122.0% |
| 3Y | +194.3% | +29.8% | +164.5% | +113.6% |
| 5Y | +112.5% | +41.7% | +70.8% | +39.0% |
| All | +228.7% | +93.8% | +134.9% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 10y: compounded portfolio wealth divided by compounded JEPI 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…
10y analysis · Full analysis span regression · 6 months rolling