+45.9%
OXY vs JEPI
+10.9%
+35.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -3.8% |
| 7D | -8.8% | +1.5% | -10.3% | -7.6% |
| 30D | -1.7% | +3.6% | -5.2% | +1.0% |
| 3M | +4.5% | +2.3% | +2.2% | +6.5% |
| 6M | -4.0% | +5.6% | -9.6% | -0.1% |
| YTD | +41.4% | +7.5% | +33.9% | +46.8% |
| 1Y | +45.9% | +10.6% | +35.3% | +49.9% |
| All | +45.9% | +10.9% | +35.0% | +49.9% |
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