+313.6%
DAL vs JEPI
+98.4%
+215.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.2% |
| 7D | +10.7% | +0.6% | +10.1% | +9.7% |
| 30D | +12.5% | +1.6% | +11.0% | +9.4% |
| 3M | +3.6% | +1.3% | +2.3% | +1.5% |
| 6M | +26.7% | +6.5% | +20.3% | +13.1% |
| YTD | +34.3% | +6.9% | +27.3% | +19.4% |
| 1Y | +59.1% | +9.4% | +49.7% | +35.8% |
| 3Y | +179.9% | +35.0% | +144.9% | +70.4% |
| 5Y | +119.1% | +43.2% | +75.9% | +22.4% |
| All | +313.6% | +98.4% | +215.2% | +16.2% |
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