-32.3%
ORCL vs JEPI
+7.8%
-40.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.2% |
| 7D | +10.9% | -1.1% | +12.0% | +11.7% |
| 30D | +7.0% | -1.3% | +8.3% | +7.9% |
| 3M | -21.2% | +3.3% | -24.5% | -22.3% |
| 6M | +7.4% | +1.0% | +6.4% | +6.6% |
| YTD | -16.3% | +4.2% | -20.5% | -18.1% |
| 1Y | -32.3% | +7.9% | -40.2% | -35.4% |
| All | -32.3% | +7.8% | -40.1% | -35.4% |
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