+165.8%
RTX vs JEPI
+39.8%
+125.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.8% |
| 7D | -2.0% | -2.0% | +0.1% | +0.1% |
| 30D | -11.2% | -2.0% | -9.2% | -9.4% |
| 3M | +12.0% | +3.8% | +8.3% | +7.9% |
| 6M | -3.6% | +0.8% | -4.4% | -4.3% |
| YTD | +9.2% | +3.7% | +5.5% | +5.3% |
| 1Y | +29.7% | +7.1% | +22.6% | +21.2% |
| 3Y | +152.0% | +29.4% | +122.6% | +92.3% |
| 5Y | +165.8% | +40.8% | +125.0% | +83.3% |
| All | +165.8% | +39.8% | +125.9% | +83.3% |
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