+64.2%
ROL vs JEPI
+100.7%
-36.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +3.0% | +2.7% | +0.3% | +0.1% |
| 30D | +19.8% | +2.5% | +17.2% | +16.5% |
| 3M | +7.9% | +1.9% | +6.0% | +5.6% |
| 6M | -25.6% | +7.7% | -33.4% | -31.4% |
| YTD | -34.1% | +8.2% | -42.3% | -39.4% |
| 1Y | -31.4% | +10.4% | -41.8% | -38.3% |
| 3Y | +4.7% | +36.5% | -31.8% | -26.8% |
| 5Y | +15.6% | +44.2% | -28.6% | -24.1% |
| All | +64.2% | +100.7% | -36.5% | -29.9% |
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 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