-47.1%
OPEN vs JEPI
+9.5%
-56.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +2.1% |
| 7D | -4.3% | -0.3% | -3.9% | -2.9% |
| 30D | -16.2% | +0.1% | -16.4% | -16.6% |
| 3M | -36.4% | +4.8% | -41.1% | -47.1% |
| 6M | -35.5% | +1.0% | -36.5% | -34.2% |
| YTD | -46.0% | +5.5% | -51.5% | -60.0% |
| 1Y | -47.1% | +9.2% | -56.4% | -74.7% |
| All | -47.1% | +9.5% | -56.7% | -74.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling