+1,145.9%
DELL vs JEPI
+41.5%
+1,104.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.7% | +11.3% | +10.8% |
| 7D | +8.2% | -1.0% | +9.2% | +10.2% |
| 30D | +17.1% | -1.4% | +18.5% | +20.2% |
| 3M | +45.2% | +3.5% | +41.6% | +36.5% |
| 6M | +286.8% | +1.9% | +284.8% | +272.9% |
| YTD | +354.8% | +4.4% | +350.3% | +323.3% |
| 1Y | +358.3% | +7.2% | +351.1% | +307.9% |
| 3Y | +724.9% | +29.8% | +695.1% | +456.0% |
| All | +1,145.9% | +41.5% | +1,104.4% | +648.6% |
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