+292.5%
RIG vs JEPI
+92.4%
+200.1%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.9% |
| 7D | -4.2% | -2.0% | -2.1% | -0.7% |
| 30D | -0.7% | -2.0% | +1.3% | +2.7% |
| 3M | -4.0% | +3.8% | -7.8% | -10.5% |
| 6M | -6.3% | +0.8% | -7.2% | -8.5% |
| YTD | +39.7% | +3.7% | +36.0% | +30.6% |
| 1Y | +78.1% | +7.1% | +71.0% | +57.7% |
| 3Y | -29.5% | +29.4% | -58.9% | -53.1% |
| 5Y | +65.3% | +40.8% | +24.6% | -2.8% |
| All | +292.5% | +92.4% | +200.1% | -12.8% |
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