+354.8%
ON vs JEPI
+94.5%
+260.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.0% |
| 7D | -2.2% | -0.2% | -1.9% | -1.6% |
| 30D | -12.4% | -0.6% | -11.8% | -11.3% |
| 3M | -41.2% | +4.8% | -46.0% | -47.3% |
| 6M | +25.0% | +2.1% | +22.9% | +19.4% |
| YTD | +31.3% | +4.8% | +26.4% | +18.3% |
| 1Y | +45.4% | +8.4% | +37.0% | +22.1% |
| 3Y | -27.4% | +30.8% | -58.2% | -57.7% |
| 5Y | +58.5% | +41.0% | +17.5% | -16.9% |
| All | +354.8% | +94.5% | +260.2% | +31.8% |
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 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