+212.8%
RDDT vs JEPI
+20.0%
+192.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.1% |
| 7D | +2.1% | -1.0% | +3.1% | +4.4% |
| 30D | +2.8% | -1.4% | +4.2% | +6.2% |
| 3M | -8.9% | +3.5% | -12.5% | -15.6% |
| 6M | +15.1% | +1.9% | +13.1% | +10.4% |
| YTD | -31.4% | +4.4% | -35.8% | -38.0% |
| 1Y | -39.4% | +7.2% | -46.6% | -48.4% |
| All | +212.8% | +20.0% | +192.7% | +113.4% |
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