+49.6%
ON vs JEPI
+39.8%
+9.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | 0.0% |
| 7D | -4.7% | -2.0% | -2.7% | 0.0% |
| 30D | -13.5% | -2.0% | -11.5% | -9.3% |
| 3M | -36.3% | +3.8% | -40.1% | -41.9% |
| 6M | +17.8% | +0.8% | +16.9% | +15.6% |
| YTD | +29.6% | +3.7% | +25.9% | +19.3% |
| 1Y | +45.8% | +7.1% | +38.7% | +25.1% |
| 3Y | -28.3% | +29.4% | -57.7% | -58.1% |
| 5Y | +49.6% | +40.8% | +8.9% | -21.8% |
| All | +49.6% | +39.8% | +9.8% | -21.8% |
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