+4.1%
DIS vs JEPI
+100.7%
-96.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.8% |
| 7D | +1.9% | +2.7% | -0.8% | -1.9% |
| 30D | +9.2% | +2.5% | +6.6% | +5.3% |
| 3M | +13.5% | +1.9% | +11.6% | +10.4% |
| 6M | +14.3% | +7.7% | +6.5% | +2.9% |
| YTD | +5.4% | +8.2% | -2.8% | -5.6% |
| 1Y | +12.2% | +10.4% | +1.8% | -2.4% |
| 3Y | +37.2% | +36.5% | +0.7% | -10.8% |
| 5Y | -23.1% | +44.2% | -67.3% | -53.5% |
| All | +4.1% | +100.7% | -96.5% | -61.0% |
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