+75.9%
DE vs JEPI
+30.1%
+45.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.2% |
| 7D | -2.6% | -1.0% | -1.6% | -1.3% |
| 30D | +9.0% | -1.4% | +10.5% | +11.0% |
| 3M | +19.1% | +3.5% | +15.6% | +13.7% |
| 6M | +14.4% | +1.9% | +12.5% | +11.6% |
| YTD | +45.9% | +4.4% | +41.5% | +38.3% |
| 1Y | +43.6% | +7.2% | +36.4% | +31.5% |
| 3Y | +75.9% | +29.8% | +46.1% | +25.0% |
| All | +75.9% | +30.1% | +45.8% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling