+137.8%
ODFL vs JEPI
+93.8%
+44.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -1.7% |
| 7D | -3.3% | -1.0% | -2.3% | -1.5% |
| 30D | -15.3% | -1.4% | -13.9% | -13.1% |
| 3M | -27.3% | +3.5% | -30.9% | -31.9% |
| 6M | -4.5% | +1.9% | -6.4% | -7.6% |
| YTD | +15.1% | +4.4% | +10.7% | +7.3% |
| 1Y | +21.1% | +7.2% | +13.9% | +8.0% |
| 3Y | -14.1% | +29.8% | -43.9% | -44.3% |
| 5Y | +26.6% | +41.7% | -15.1% | -27.3% |
| All | +137.8% | +93.8% | +44.0% | -15.4% |
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