-27.1%
RKT vs JEPI
+80.2%
-107.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -1.3% |
| 7D | -6.3% | -1.0% | -5.3% | -4.5% |
| 30D | -6.2% | -1.4% | -4.8% | -3.6% |
| 3M | -1.9% | +3.5% | -5.4% | -7.4% |
| 6M | -13.0% | +1.9% | -14.9% | -15.0% |
| YTD | -31.9% | +4.4% | -36.4% | -35.9% |
| 1Y | -37.6% | +7.2% | -44.8% | -43.5% |
| 3Y | +36.8% | +29.8% | +7.0% | -12.2% |
| 5Y | -9.7% | +41.7% | -51.5% | -49.9% |
| All | -27.1% | +80.2% | -107.2% | -76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling