+200.8%
DDOG vs JEPI
+94.5%
+106.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.2% |
| 7D | -6.1% | -0.2% | -5.9% | -5.7% |
| 30D | -10.1% | -0.6% | -9.5% | -9.3% |
| 3M | -9.3% | +4.8% | -14.1% | -16.6% |
| 6M | +67.2% | +2.1% | +65.1% | +59.6% |
| YTD | +54.6% | +4.8% | +49.8% | +40.8% |
| 1Y | +54.1% | +8.4% | +45.6% | +32.1% |
| 3Y | +115.3% | +30.8% | +84.5% | +30.5% |
| 5Y | +50.6% | +41.0% | +9.7% | -18.4% |
| All | +200.8% | +94.5% | +106.3% | +4.2% |
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