+94.3%
ORCL vs JEPI
+41.6%
+52.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +3.2% |
| 7D | +15.0% | -0.2% | +15.2% | +15.4% |
| 30D | +10.5% | -0.6% | +11.1% | +11.5% |
| 3M | -23.0% | +4.8% | -27.8% | -27.9% |
| 6M | +7.0% | +2.1% | +4.9% | +3.6% |
| YTD | -15.8% | +4.8% | -20.7% | -21.5% |
| 1Y | -31.1% | +8.4% | -39.5% | -39.0% |
| 3Y | +33.3% | +30.8% | +2.5% | -7.4% |
| 5Y | +94.3% | +41.0% | +53.3% | +27.6% |
| All | +94.3% | +41.6% | +52.7% | +27.6% |
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