+35.1%
ROKU vs JEPI
+93.8%
-58.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.9% |
| 7D | -0.4% | -1.0% | +0.6% | +1.7% |
| 30D | +2.1% | -1.4% | +3.5% | +5.2% |
| 3M | +29.5% | +3.5% | +25.9% | +20.1% |
| 6M | +53.8% | +1.9% | +51.9% | +47.8% |
| YTD | +42.8% | +4.4% | +38.4% | +30.6% |
| 1Y | +60.7% | +7.2% | +53.5% | +39.1% |
| 3Y | +83.9% | +29.8% | +54.1% | +11.9% |
| 5Y | -52.8% | +41.7% | -94.5% | -74.8% |
| All | +35.1% | +93.8% | -58.7% | -48.0% |
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 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