+328.3%
XOP vs JEPI
+93.4%
+234.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +1.3% |
| 7D | +1.0% | -1.1% | +2.1% | +2.5% |
| 30D | +10.8% | -1.3% | +12.1% | +12.6% |
| 3M | +19.5% | +3.3% | +16.1% | +13.8% |
| 6M | +21.6% | +1.0% | +20.6% | +18.8% |
| YTD | +55.8% | +4.2% | +51.6% | +45.3% |
| 1Y | +54.6% | +7.9% | +46.7% | +37.1% |
| 3Y | +36.6% | +30.0% | +6.6% | -6.7% |
| 5Y | +160.6% | +40.9% | +119.7% | +59.3% |
| All | +328.3% | +93.4% | +234.9% | +26.0% |
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