+99.6%
DE vs JEPI
+41.5%
+58.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.8% |
| 6M | +14.4% | +1.9% | +12.5% | +11.7% |
| YTD | +45.9% | +4.4% | +41.5% | +38.3% |
| 1Y | +43.6% | +7.2% | +36.4% | +31.6% |
| 3Y | +75.9% | +29.8% | +46.1% | +26.4% |
| All | +99.6% | +41.5% | +58.1% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling