+74.3%
OKE vs JEPI
+30.1%
+44.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.2% |
| 7D | +1.2% | -1.0% | +2.2% | +2.3% |
| 30D | +4.5% | -1.4% | +5.9% | +6.1% |
| 3M | +9.6% | +3.5% | +6.1% | +5.2% |
| 6M | +15.4% | +1.9% | +13.4% | +12.6% |
| YTD | +36.5% | +4.4% | +32.0% | +28.5% |
| 1Y | +39.0% | +7.2% | +31.8% | +26.2% |
| 3Y | +74.3% | +29.8% | +44.5% | +30.9% |
| All | +74.3% | +30.1% | +44.2% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling