-99.6%
DFNS vs JEPI
+10.9%
-110.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.7% | -20.0% | -25.1% |
| 7D | -27.7% | +1.5% | -29.1% | -33.2% |
| 30D | -58.0% | +3.6% | -61.5% | -64.6% |
| 3M | -94.0% | +2.3% | -96.3% | -94.7% |
| 6M | -94.6% | +5.6% | -100.2% | -95.8% |
| YTD | -99.4% | +7.5% | -106.9% | -99.6% |
| 1Y | -99.6% | +10.6% | -110.2% | -99.8% |
| All | -99.6% | +10.9% | -110.6% | -99.8% |
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 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