-52.0%
ROKU vs JEPI
+41.5%
-93.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -1.1% |
| 7D | -0.4% | -1.0% | +0.6% | +1.9% |
| 30D | +2.1% | -1.4% | +3.5% | +5.5% |
| 3M | +29.5% | +3.5% | +25.9% | +19.2% |
| 6M | +53.8% | +1.9% | +51.9% | +47.2% |
| YTD | +42.8% | +4.4% | +38.4% | +29.3% |
| 1Y | +60.7% | +7.2% | +53.5% | +37.0% |
| 3Y | +83.9% | +29.8% | +54.1% | +4.2% |
| All | -52.0% | +41.5% | -93.5% | -77.3% |
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