+59.0%
DDOG vs JEPI
+7.8%
+51.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +3.9% | -1.0% | +4.9% | +4.1% |
| 30D | -8.2% | -1.4% | -6.8% | -7.9% |
| 3M | -5.6% | +3.5% | -9.1% | -7.1% |
| 6M | +73.5% | +1.9% | +71.6% | +72.2% |
| YTD | +62.7% | +4.4% | +58.2% | +56.5% |
| 1Y | +59.0% | +7.2% | +51.8% | +49.1% |
| All | +59.0% | +7.8% | +51.2% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling