-12.1%
OTIS vs JEPI
+30.1%
-42.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.0% |
| 7D | -3.0% | -1.0% | -2.0% | -1.9% |
| 30D | -6.0% | -1.4% | -4.6% | -4.5% |
| 3M | -0.9% | +3.5% | -4.4% | -4.3% |
| 6M | -17.3% | +1.9% | -19.3% | -18.8% |
| YTD | -19.6% | +4.4% | -24.0% | -22.9% |
| 1Y | -21.0% | +7.2% | -28.2% | -26.2% |
| 3Y | -12.1% | +29.8% | -41.9% | -33.2% |
| All | -12.1% | +30.1% | -42.1% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling