+230.8%
RDW vs JEPI
+30.1%
+200.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -4.6% |
| 7D | +0.9% | -1.0% | +1.9% | +4.0% |
| 30D | -21.3% | -1.4% | -19.9% | -17.6% |
| 3M | -37.9% | +3.5% | -41.4% | -45.5% |
| 6M | +12.3% | +1.9% | +10.3% | +4.1% |
| YTD | +39.7% | +4.4% | +35.3% | +20.6% |
| 1Y | +25.7% | +7.2% | +18.5% | +0.2% |
| 3Y | +230.8% | +29.8% | +201.1% | +85.7% |
| All | +230.8% | +30.1% | +200.8% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling