+56.8%
RGTI vs JEPI
+41.5%
+15.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | -1.0% |
| 7D | +0.5% | -1.0% | +1.5% | +2.9% |
| 30D | -17.1% | -1.4% | -15.7% | -14.2% |
| 3M | -26.0% | +3.5% | -29.5% | -32.3% |
| 6M | -9.9% | +1.9% | -11.8% | -13.9% |
| YTD | -31.1% | +4.4% | -35.5% | -37.6% |
| 1Y | -8.5% | +7.2% | -15.7% | -21.6% |
| 3Y | +652.2% | +29.8% | +622.4% | +369.6% |
| All | +56.8% | +41.5% | +15.3% | -12.6% |
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