-41.7%
DIS vs JEPI
+41.1%
-82.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.6% |
| 7D | -1.1% | -0.2% | -0.9% | -0.8% |
| 30D | +0.1% | -0.6% | +0.7% | +1.1% |
| 3M | +7.1% | +4.8% | +2.3% | +0.2% |
| 6M | +4.3% | +2.1% | +2.2% | +1.3% |
| YTD | -6.9% | +4.8% | -11.8% | -12.9% |
| 1Y | -10.3% | +8.4% | -18.8% | -20.0% |
| 3Y | +32.8% | +30.8% | +2.0% | -9.2% |
| All | -41.7% | +41.1% | -82.8% | -64.9% |
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