+43.9%
OTIS vs JEPI
+92.4%
-48.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.4% |
| 7D | -5.0% | -2.0% | -3.0% | -2.6% |
| 30D | -6.5% | -2.0% | -4.5% | -4.1% |
| 3M | -2.0% | +3.8% | -5.7% | -6.2% |
| 6M | -20.2% | +0.8% | -21.0% | -20.7% |
| YTD | -21.0% | +3.7% | -24.7% | -24.2% |
| 1Y | -20.9% | +7.1% | -28.0% | -27.0% |
| 3Y | -13.3% | +29.4% | -42.7% | -37.1% |
| 5Y | -18.5% | +40.8% | -59.3% | -46.3% |
| All | +43.9% | +92.4% | -48.5% | -35.8% |
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