+8.3%
DIS vs JEPI
+10.9%
-2.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +1.7% |
| 7D | +9.1% | +1.5% | +7.6% | +6.8% |
| 30D | +14.8% | +3.6% | +11.3% | +9.0% |
| 3M | +21.2% | +2.3% | +18.9% | +17.3% |
| 6M | +18.3% | +5.6% | +12.7% | +9.4% |
| YTD | +5.4% | +7.5% | -2.1% | -5.2% |
| 1Y | +8.3% | +10.6% | -2.3% | -8.2% |
| All | +8.3% | +10.9% | -2.7% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling