-74.1%
OPEN vs JEPI
+89.7%
-163.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -5.2% |
| 7D | -10.5% | -2.0% | -8.5% | -4.9% |
| 30D | -21.8% | -2.0% | -19.8% | -16.8% |
| 3M | -37.5% | +3.8% | -41.3% | -43.6% |
| 6M | -44.1% | +0.8% | -44.9% | -45.2% |
| YTD | -52.0% | +3.7% | -55.7% | -56.4% |
| 1Y | -52.2% | +7.1% | -59.3% | -59.6% |
| 3Y | -25.9% | +29.4% | -55.3% | -62.1% |
| 5Y | -85.1% | +40.8% | -125.8% | -93.1% |
| All | -74.1% | +89.7% | -163.8% | -92.5% |
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