-84.2%
OPEN vs JEPI
+40.2%
-124.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -0.5% |
| 7D | -2.9% | -1.1% | -1.8% | +0.7% |
| 30D | -13.8% | -1.3% | -12.5% | -10.1% |
| 3M | -30.9% | +3.3% | -34.2% | -37.5% |
| 6M | -40.9% | +1.0% | -41.9% | -42.6% |
| YTD | -48.5% | +4.2% | -52.8% | -54.5% |
| 1Y | -50.9% | +7.9% | -58.8% | -60.2% |
| 3Y | -20.6% | +30.0% | -50.7% | -63.3% |
| 5Y | -84.2% | +40.9% | -125.1% | -93.4% |
| All | -84.2% | +40.2% | -124.4% | -93.4% |
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