+115.1%
NOK vs JEPI
+41.5%
+73.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.0% |
| 7D | +11.0% | -1.0% | +12.0% | +12.3% |
| 30D | +7.8% | -1.4% | +9.3% | +9.6% |
| 3M | -21.0% | +3.5% | -24.6% | -24.4% |
| 6M | +40.9% | +1.9% | +39.0% | +37.6% |
| YTD | +72.0% | +4.4% | +67.6% | +63.3% |
| 1Y | +140.9% | +7.2% | +133.7% | +121.2% |
| 3Y | +194.3% | +29.8% | +164.5% | +108.8% |
| All | +115.1% | +41.5% | +73.6% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling