+140.6%
ODFL vs JEPI
+93.4%
+47.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.7% |
| 7D | -3.0% | -1.1% | -1.9% | -1.0% |
| 30D | -14.3% | -1.3% | -13.0% | -12.3% |
| 3M | -26.7% | +3.3% | -30.1% | -31.0% |
| 6M | -7.5% | +1.0% | -8.5% | -9.0% |
| YTD | +16.5% | +4.2% | +12.3% | +9.0% |
| 1Y | +23.5% | +7.9% | +15.6% | +8.9% |
| 3Y | -12.1% | +30.0% | -42.1% | -43.2% |
| 5Y | +28.9% | +40.9% | -12.0% | -25.3% |
| All | +140.6% | +93.4% | +47.2% | -14.1% |
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