+169.3%
ORCL vs JEPI
+100.3%
+69.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.9% | +7.5% |
| 7D | +3.8% | -0.1% | +3.9% | +4.2% |
| 30D | -6.6% | +2.2% | -8.8% | -9.1% |
| 3M | -11.4% | +2.0% | -13.4% | -13.5% |
| 6M | -33.3% | +7.7% | -41.0% | -39.7% |
| YTD | -33.3% | +8.0% | -41.2% | -40.0% |
| 1Y | -44.9% | +9.7% | -54.6% | -51.6% |
| 3Y | +17.6% | +36.3% | -18.6% | -22.0% |
| 5Y | +46.1% | +44.6% | +1.4% | -8.8% |
| All | +169.3% | +100.3% | +69.0% | +11.4% |
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 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