+216.5%
DDOG vs JEPI
+93.8%
+122.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.4% |
| 7D | +3.9% | -1.0% | +4.9% | +5.6% |
| 30D | -8.2% | -1.4% | -6.8% | -6.1% |
| 3M | -5.6% | +3.5% | -9.1% | -11.4% |
| 6M | +73.5% | +1.9% | +71.6% | +65.9% |
| YTD | +62.7% | +4.4% | +58.2% | +49.0% |
| 1Y | +59.0% | +7.2% | +51.8% | +39.0% |
| 3Y | +117.1% | +29.8% | +87.4% | +33.4% |
| 5Y | +61.3% | +41.7% | +19.6% | -13.1% |
| All | +216.5% | +93.8% | +122.7% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling