+96.1%
ROST vs JEPI
+29.2%
+67.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.6% |
| 7D | -2.5% | -2.0% | -0.4% | -0.2% |
| 30D | -10.3% | -2.0% | -8.3% | -8.2% |
| 3M | -2.6% | +3.8% | -6.4% | -6.4% |
| 6M | +6.5% | +0.8% | +5.7% | +5.7% |
| YTD | +25.9% | +3.7% | +22.2% | +21.1% |
| 1Y | +52.3% | +7.1% | +45.2% | +41.6% |
| All | +96.1% | +29.2% | +67.0% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling