+107.5%
UBER vs JEPI
+93.4%
+14.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -1.8% |
| 7D | -7.0% | -1.1% | -5.9% | -5.2% |
| 30D | -8.9% | -1.3% | -7.6% | -6.9% |
| 3M | +1.0% | +3.3% | -2.4% | -4.1% |
| 6M | -3.7% | +1.0% | -4.7% | -5.2% |
| YTD | -13.0% | +4.2% | -17.2% | -18.8% |
| 1Y | -25.5% | +7.9% | -33.5% | -34.5% |
| 3Y | +50.5% | +30.0% | +20.4% | -3.3% |
| 5Y | +76.2% | +40.9% | +35.2% | +0.7% |
| All | +107.5% | +93.4% | +14.1% | -42.0% |
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