-28.0%
DHR vs JEPI
+41.5%
-69.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.2% |
| 7D | -3.6% | -1.0% | -2.6% | -2.2% |
| 30D | -2.7% | -1.4% | -1.3% | -0.7% |
| 3M | +10.9% | +3.5% | +7.4% | +5.3% |
| 6M | +3.0% | +1.9% | +1.1% | +0.2% |
| YTD | -12.2% | +4.4% | -16.6% | -17.5% |
| 1Y | +3.3% | +7.2% | -3.9% | -6.5% |
| 3Y | -8.2% | +29.8% | -38.0% | -37.1% |
| All | -28.0% | +41.5% | -69.5% | -55.5% |
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