+133.4%
ROK vs JEPI
+93.8%
+39.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.5% |
| 7D | -1.2% | -1.0% | -0.3% | +0.4% |
| 30D | -4.8% | -1.4% | -3.4% | -2.5% |
| 3M | -6.1% | +3.5% | -9.6% | -11.3% |
| 6M | +15.5% | +1.9% | +13.6% | +12.1% |
| YTD | +11.2% | +4.4% | +6.7% | +4.1% |
| 1Y | +23.8% | +7.2% | +16.6% | +11.3% |
| 3Y | +53.1% | +29.8% | +23.4% | +3.5% |
| 5Y | +48.3% | +41.7% | +6.6% | -10.6% |
| All | +133.4% | +93.8% | +39.6% | -12.0% |
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