-23.6%
RKT vs JEPI
+80.9%
-104.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -0.7% |
| 7D | +6.0% | -0.2% | +6.2% | +6.5% |
| 30D | +0.7% | -0.6% | +1.2% | +1.9% |
| 3M | +11.8% | +4.8% | +7.0% | +3.4% |
| 6M | -7.6% | +2.1% | -9.7% | -10.0% |
| YTD | -28.7% | +4.8% | -33.5% | -33.4% |
| 1Y | -32.6% | +8.4% | -41.0% | -40.2% |
| 3Y | +42.1% | +30.8% | +11.3% | -10.2% |
| 5Y | -7.2% | +41.0% | -48.1% | -48.1% |
| All | -23.6% | +80.9% | -104.4% | -75.2% |
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