+16.0%
ROL vs JEPI
+44.0%
-28.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +3.0% | +2.7% | +0.3% | +0.4% |
| 30D | +19.8% | +2.5% | +17.2% | +16.8% |
| 3M | +7.9% | +1.9% | +6.0% | +5.8% |
| 6M | -25.6% | +7.7% | -33.4% | -30.9% |
| YTD | -34.1% | +8.2% | -42.3% | -39.0% |
| 1Y | -31.4% | +10.4% | -41.8% | -37.7% |
| 3Y | +4.7% | +36.5% | -31.8% | -24.4% |
| All | +16.0% | +44.0% | -28.1% | -20.9% |
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