+387.1%
ON vs JEPI
+93.8%
+293.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +6.9% |
| 7D | +2.4% | -1.0% | +3.4% | +4.9% |
| 30D | -8.6% | -1.4% | -7.2% | -5.6% |
| 3M | -34.3% | +3.5% | -37.9% | -39.5% |
| 6M | +28.5% | +1.9% | +26.6% | +23.3% |
| YTD | +40.6% | +4.4% | +36.2% | +28.0% |
| 1Y | +55.3% | +7.2% | +48.1% | +34.0% |
| 3Y | -22.2% | +29.8% | -52.0% | -53.8% |
| 5Y | +62.4% | +41.7% | +20.7% | -15.4% |
| All | +387.1% | +93.8% | +293.4% | +42.5% |
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