+143.3%
DELL vs JEPI
+10.9%
+132.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.7% | -10.5% | -11.0% |
| 7D | -24.6% | +1.5% | -26.1% | -26.0% |
| 30D | -32.5% | +3.6% | -36.0% | -35.8% |
| 3M | -20.2% | +2.3% | -22.5% | -22.7% |
| 6M | +76.5% | +5.6% | +70.8% | +63.5% |
| YTD | +198.9% | +7.5% | +191.5% | +175.6% |
| 1Y | +143.3% | +10.6% | +132.7% | +108.4% |
| All | +143.3% | +10.9% | +132.4% | +108.4% |
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