+258.6%
DAL vs JEPI
+95.7%
+162.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.5% |
| 7D | +0.1% | -0.3% | +0.5% | +0.8% |
| 30D | -13.9% | +0.1% | -14.1% | -14.1% |
| 3M | +1.1% | +4.8% | -3.7% | -7.2% |
| 6M | +26.2% | +1.0% | +25.2% | +24.6% |
| YTD | +16.4% | +5.5% | +10.9% | +6.0% |
| 1Y | +33.9% | +9.2% | +24.6% | +14.5% |
| 3Y | +93.4% | +31.2% | +62.2% | +23.6% |
| 5Y | +106.4% | +41.4% | +65.0% | +17.8% |
| All | +258.6% | +95.7% | +162.9% | +3.1% |
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