-49.5%
ORCL vs JEPI
+10.9%
-60.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -3.3% |
| 7D | -14.4% | +1.5% | -15.9% | -15.4% |
| 30D | -12.8% | +3.6% | -16.4% | -15.2% |
| 3M | -14.8% | +2.3% | -17.1% | -16.4% |
| 6M | -30.9% | +5.6% | -36.5% | -32.9% |
| YTD | -35.7% | +7.5% | -43.1% | -38.6% |
| 1Y | -49.5% | +10.6% | -60.1% | -52.4% |
| All | -49.5% | +10.9% | -60.4% | -52.4% |
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 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