-4.2%
ROL vs JEPI
+40.2%
-44.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.6% |
| 7D | -3.3% | -1.1% | -2.1% | -2.2% |
| 30D | -7.2% | -1.3% | -6.0% | -6.0% |
| 3M | -27.0% | +3.3% | -30.3% | -29.3% |
| 6M | -39.5% | +1.0% | -40.5% | -40.1% |
| YTD | -41.8% | +4.2% | -46.0% | -44.1% |
| 1Y | -38.9% | +7.9% | -46.8% | -43.2% |
| 3Y | -0.4% | +30.0% | -30.4% | -24.7% |
| 5Y | -4.2% | +40.9% | -45.1% | -34.0% |
| All | -4.2% | +40.2% | -44.5% | -34.0% |
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 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