+153.4%
ROST vs JEPI
+93.8%
+59.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.3% |
| 7D | +0.2% | -1.0% | +1.2% | +1.7% |
| 30D | -6.9% | -1.4% | -5.5% | -4.9% |
| 3M | -3.3% | +3.5% | -6.9% | -8.0% |
| 6M | +9.0% | +1.9% | +7.1% | +6.2% |
| YTD | +28.9% | +4.4% | +24.4% | +21.1% |
| 1Y | +54.0% | +7.2% | +46.8% | +39.5% |
| 3Y | +100.7% | +29.8% | +71.0% | +33.9% |
| 5Y | +116.0% | +41.7% | +74.3% | +25.2% |
| All | +153.4% | +93.8% | +59.6% | -24.7% |
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