+2,518.9%
DELL vs JEPI
+93.4%
+2,425.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +1.2% |
| 7D | +8.7% | -1.1% | +9.9% | +10.8% |
| 30D | +16.9% | -1.3% | +18.2% | +19.4% |
| 3M | +40.4% | +3.3% | +37.1% | +32.7% |
| 6M | +267.1% | +1.0% | +266.1% | +259.3% |
| YTD | +329.1% | +4.2% | +324.9% | +301.0% |
| 1Y | +346.9% | +7.9% | +339.0% | +294.4% |
| 3Y | +696.6% | +30.0% | +666.6% | +441.7% |
| 5Y | +1,106.2% | +40.9% | +1,065.3% | +638.8% |
| All | +2,518.9% | +93.4% | +2,425.5% | +995.4% |
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 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