+114.6%
ROST vs JEPI
+41.5%
+73.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.4% |
| 7D | +0.2% | -1.0% | +1.2% | +1.6% |
| 30D | -6.9% | -1.4% | -5.5% | -5.0% |
| 3M | -3.3% | +3.5% | -6.9% | -7.7% |
| 6M | +9.0% | +1.9% | +7.1% | +6.5% |
| YTD | +28.9% | +4.4% | +24.4% | +21.7% |
| 1Y | +54.0% | +7.2% | +46.8% | +40.6% |
| 3Y | +100.7% | +29.8% | +71.0% | +38.6% |
| All | +114.6% | +41.5% | +73.1% | +30.5% |
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