-21.7%
ONON vs JEPI
+42.6%
-64.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +0.6% |
| 7D | -2.1% | -1.0% | -1.1% | +0.1% |
| 30D | -11.6% | -1.4% | -10.2% | -8.8% |
| 3M | -30.1% | +3.5% | -33.6% | -35.0% |
| 6M | -30.5% | +1.9% | -32.4% | -32.9% |
| YTD | -41.0% | +4.4% | -45.5% | -45.8% |
| 1Y | -36.7% | +7.2% | -43.9% | -44.8% |
| 3Y | -8.6% | +29.8% | -38.4% | -47.5% |
| All | -21.7% | +42.6% | -64.3% | -61.0% |
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