-70.8%
OPEN vs JEPI
+93.0%
-163.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.7% |
| 7D | -4.3% | -0.3% | -3.9% | -3.2% |
| 30D | -16.2% | +0.1% | -16.4% | -16.5% |
| 3M | -36.4% | +4.8% | -41.1% | -44.2% |
| 6M | -35.5% | +1.0% | -36.5% | -37.2% |
| YTD | -46.0% | +5.5% | -51.5% | -53.4% |
| 1Y | -47.1% | +9.2% | -56.4% | -57.9% |
| 3Y | -19.0% | +31.2% | -50.2% | -60.2% |
| 5Y | -83.6% | +41.4% | -124.9% | -92.7% |
| All | -70.8% | +93.0% | -163.8% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling