+45.2%
ROL vs JEPI
+92.4%
-47.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.6% |
| 7D | -3.2% | -2.0% | -1.2% | -1.1% |
| 30D | -6.6% | -2.0% | -4.6% | -4.6% |
| 3M | -27.3% | +3.8% | -31.1% | -30.1% |
| 6M | -38.1% | +0.8% | -38.9% | -38.6% |
| YTD | -41.8% | +3.7% | -45.5% | -44.0% |
| 1Y | -37.8% | +7.1% | -44.9% | -42.1% |
| 3Y | -0.3% | +29.4% | -29.7% | -26.0% |
| 5Y | -5.1% | +40.8% | -45.8% | -36.3% |
| All | +45.2% | +92.4% | -47.3% | -35.2% |
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 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