+514.4%
RCL vs JEPI
+92.4%
+421.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.8% |
| 7D | -2.5% | -2.0% | -0.4% | +1.9% |
| 30D | -15.7% | -2.0% | -13.7% | -11.9% |
| 3M | -3.6% | +3.8% | -7.4% | -10.7% |
| 6M | -8.7% | +0.8% | -9.5% | -9.5% |
| YTD | -6.2% | +3.7% | -9.9% | -12.1% |
| 1Y | -22.9% | +7.1% | -30.0% | -32.0% |
| 3Y | +173.6% | +29.4% | +144.2% | +67.6% |
| 5Y | +226.6% | +40.8% | +185.8% | +73.2% |
| All | +514.4% | +92.4% | +421.9% | +30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling