-99.7%
DFNS vs JEPI
+9.7%
-109.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -4.9% |
| 7D | -6.0% | +2.7% | -8.7% | -15.6% |
| 30D | -71.2% | +2.5% | -73.7% | -74.0% |
| 3M | -94.5% | +1.9% | -96.5% | -95.0% |
| 6M | -96.5% | +7.7% | -104.3% | -97.4% |
| YTD | -99.6% | +8.2% | -107.8% | -99.7% |
| 1Y | -99.7% | +10.4% | -110.1% | -99.8% |
| All | -99.7% | +9.7% | -109.4% | -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