+147.9%
OXY vs JEPI
+41.5%
+106.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.2% |
| 7D | +2.8% | -1.0% | +3.8% | +3.9% |
| 30D | +5.5% | -1.4% | +6.9% | +7.0% |
| 3M | +11.3% | +3.5% | +7.8% | +6.8% |
| 6M | +11.6% | +1.9% | +9.7% | +8.3% |
| YTD | +51.6% | +4.4% | +47.1% | +42.8% |
| 1Y | +36.2% | +7.2% | +29.0% | +24.3% |
| 3Y | +1.7% | +29.8% | -28.1% | -26.0% |
| All | +147.9% | +41.5% | +106.4% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling