-94.7%
OPEN vs JEPI
+44.0%
-138.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.2% |
| 7D | -15.0% | +2.7% | -17.7% | -22.1% |
| 30D | -40.2% | +2.5% | -42.7% | -44.3% |
| 3M | -67.4% | +1.9% | -69.3% | -69.0% |
| 6M | -74.0% | +7.7% | -81.8% | -79.3% |
| YTD | -79.6% | +8.2% | -87.7% | -83.9% |
| 1Y | -86.1% | +10.4% | -96.5% | -89.7% |
| 3Y | -41.4% | +36.5% | -77.9% | -77.5% |
| All | -94.7% | +44.0% | -138.8% | -98.1% |
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