+227.1%
RCL vs JEPI
+40.2%
+186.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -0.5% |
| 7D | -2.2% | -1.1% | -1.1% | +0.3% |
| 30D | -15.7% | -1.3% | -14.4% | -13.2% |
| 3M | -8.0% | +3.3% | -11.3% | -14.0% |
| 6M | -10.1% | +1.0% | -11.1% | -11.3% |
| YTD | -5.9% | +4.2% | -10.1% | -12.9% |
| 1Y | -23.5% | +7.9% | -31.4% | -33.9% |
| 3Y | +174.4% | +30.0% | +144.3% | +64.0% |
| 5Y | +227.1% | +40.9% | +186.2% | +66.7% |
| All | +227.1% | +40.2% | +186.9% | +66.7% |
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 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