+414.8%
DE vs JEPI
+93.4%
+321.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.3% |
| 7D | -3.0% | -1.1% | -1.9% | -1.5% |
| 30D | +11.1% | -1.3% | +12.4% | +13.0% |
| 3M | +17.6% | +3.3% | +14.3% | +12.5% |
| 6M | +13.6% | +1.0% | +12.6% | +12.2% |
| YTD | +46.3% | +4.2% | +42.0% | +38.8% |
| 1Y | +44.2% | +7.9% | +36.2% | +30.6% |
| 3Y | +76.6% | +30.0% | +46.5% | +25.4% |
| 5Y | +98.2% | +40.9% | +57.3% | +26.9% |
| All | +414.8% | +93.4% | +321.4% | +92.8% |
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