+217.7%
NOK vs JEPI
+93.4%
+124.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.7% |
| 7D | +9.3% | -1.1% | +10.5% | +10.7% |
| 30D | +17.9% | -1.3% | +19.1% | +19.5% |
| 3M | -22.3% | +3.3% | -25.7% | -25.3% |
| 6M | +36.4% | +1.0% | +35.4% | +34.7% |
| YTD | +66.3% | +4.2% | +62.1% | +58.5% |
| 1Y | +134.4% | +7.9% | +126.5% | +114.2% |
| 3Y | +186.6% | +30.0% | +156.6% | +107.4% |
| 5Y | +102.7% | +40.9% | +61.8% | +33.2% |
| All | +217.7% | +93.4% | +124.3% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling