+495.4%
USO vs JEPI
+92.4%
+403.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.8% |
| 7D | +11.5% | -2.0% | +13.5% | +12.2% |
| 30D | +24.1% | -2.0% | +26.1% | +24.9% |
| 3M | +17.9% | +3.8% | +14.1% | +16.0% |
| 6M | +49.6% | +0.8% | +48.8% | +48.7% |
| YTD | +129.0% | +3.7% | +125.3% | +123.7% |
| 1Y | +112.0% | +7.1% | +104.9% | +103.3% |
| 3Y | +102.3% | +29.4% | +72.9% | +72.9% |
| 5Y | +224.5% | +40.8% | +183.8% | +161.3% |
| All | +495.4% | +92.4% | +403.0% | +199.8% |
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