+63.2%
DHI vs JEPI
+41.5%
+21.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.6% |
| 7D | -3.4% | -1.0% | -2.4% | -1.9% |
| 30D | -5.4% | -1.4% | -4.0% | -3.2% |
| 3M | -10.4% | +3.5% | -14.0% | -14.9% |
| 6M | -2.8% | +1.9% | -4.7% | -5.1% |
| YTD | -3.4% | +4.4% | -7.8% | -9.0% |
| 1Y | -22.9% | +7.2% | -30.1% | -29.9% |
| 3Y | +20.7% | +29.8% | -9.1% | -19.5% |
| All | +63.2% | +41.5% | +21.7% | -4.3% |
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