+177.4%
DHI vs JEPI
+93.8%
+83.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.6% |
| 7D | -3.4% | -1.0% | -2.4% | -1.8% |
| 30D | -5.4% | -1.4% | -4.0% | -3.1% |
| 3M | -10.4% | +3.5% | -14.0% | -15.1% |
| 6M | -2.8% | +1.9% | -4.7% | -5.2% |
| YTD | -3.4% | +4.4% | -7.8% | -9.3% |
| 1Y | -22.9% | +7.2% | -30.1% | -30.3% |
| 3Y | +20.7% | +29.8% | -9.1% | -21.1% |
| 5Y | +62.1% | +41.7% | +20.4% | -7.8% |
| All | +177.4% | +93.8% | +83.6% | -21.7% |
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