-10.1%
OTIS vs JEPI
+10.9%
-21.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.2% | +1.7% |
| 7D | +9.5% | +1.5% | +8.0% | +7.4% |
| 30D | +21.1% | +3.6% | +17.6% | +15.7% |
| 3M | +9.0% | +2.3% | +6.7% | +5.9% |
| 6M | +6.4% | +5.6% | +0.8% | -1.0% |
| YTD | -7.1% | +7.5% | -14.6% | -14.2% |
| 1Y | -10.1% | +10.6% | -20.7% | -18.7% |
| All | -10.1% | +10.9% | -21.0% | -18.7% |
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