-35.4%
RBLX vs JEPI
+59.0%
-94.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.7% |
| 7D | +8.1% | -2.0% | +10.2% | +12.1% |
| 30D | +23.9% | -2.0% | +25.9% | +28.4% |
| 3M | +8.1% | +3.8% | +4.4% | +0.6% |
| 6M | -23.7% | +0.8% | -24.5% | -24.9% |
| YTD | -44.6% | +3.7% | -48.3% | -48.1% |
| 1Y | -66.2% | +7.1% | -73.3% | -70.3% |
| 3Y | +54.7% | +29.4% | +25.3% | -8.8% |
| 5Y | -48.9% | +40.8% | -89.7% | -74.0% |
| All | -35.4% | +59.0% | -94.5% | -76.7% |
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 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