+30.2%
OMC vs JEPI
+41.5%
-11.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -1.4% |
| 7D | -4.4% | -1.0% | -3.4% | -3.1% |
| 30D | -7.6% | -1.4% | -6.2% | -5.9% |
| 3M | +4.5% | +3.5% | +1.0% | +0.2% |
| 6M | -0.3% | +1.9% | -2.2% | -2.5% |
| YTD | -0.1% | +4.4% | -4.6% | -5.1% |
| 1Y | +4.6% | +7.2% | -2.6% | -3.8% |
| 3Y | +10.5% | +29.8% | -19.3% | -19.3% |
| All | +30.2% | +41.5% | -11.3% | -14.8% |
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