+50.9%
DHR vs JEPI
+93.4%
-42.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.6% |
| 7D | -2.4% | -1.1% | -1.3% | -0.8% |
| 30D | -2.2% | -1.3% | -0.9% | -0.4% |
| 3M | +9.0% | +3.3% | +5.6% | +3.8% |
| 6M | +3.5% | +1.0% | +2.5% | +2.1% |
| YTD | -10.1% | +4.2% | -14.4% | -15.2% |
| 1Y | +6.2% | +7.9% | -1.7% | -4.6% |
| 3Y | -5.4% | +30.0% | -35.4% | -34.5% |
| 5Y | -27.9% | +40.9% | -68.8% | -54.7% |
| All | +50.9% | +93.4% | -42.5% | -38.0% |
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