+231.9%
ORCL vs JEPI
+95.7%
+136.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.6% |
| 7D | +5.3% | -0.3% | +5.6% | +5.8% |
| 30D | +10.0% | +0.1% | +9.8% | +9.8% |
| 3M | -32.6% | +4.8% | -37.3% | -36.8% |
| 6M | +4.9% | +1.0% | +3.9% | +3.3% |
| YTD | -17.8% | +5.5% | -23.2% | -23.8% |
| 1Y | -28.0% | +9.2% | -37.2% | -36.7% |
| 3Y | +36.0% | +31.2% | +4.8% | -5.1% |
| 5Y | +88.7% | +41.4% | +47.4% | +21.2% |
| All | +231.9% | +95.7% | +136.1% | +41.3% |
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