+140.5%
DIA vs JEPI
+94.5%
+46.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | +0.1% | -0.2% | +0.3% | +0.3% |
| 30D | -2.1% | -0.6% | -1.5% | -1.3% |
| 3M | +4.2% | +4.8% | -0.6% | -1.7% |
| 6M | +11.9% | +2.1% | +9.8% | +9.1% |
| YTD | +10.8% | +4.8% | +6.0% | +4.6% |
| 1Y | +17.5% | +8.4% | +9.1% | +6.4% |
| 3Y | +59.9% | +30.8% | +29.1% | +15.1% |
| 5Y | +64.1% | +41.0% | +23.2% | +8.0% |
| All | +140.5% | +94.5% | +46.0% | -6.4% |
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