+4.7%
DIS vs JEPI
+101.5%
-96.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -1.0% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | +10.3% | +2.8% | +7.5% | +5.9% |
| 3M | +15.6% | +2.6% | +13.0% | +11.4% |
| 6M | +15.1% | +8.4% | +6.8% | +2.8% |
| YTD | +6.0% | +8.6% | -2.6% | -5.6% |
| 1Y | +5.7% | +10.4% | -4.7% | -8.0% |
| 3Y | +39.8% | +37.1% | +2.7% | -9.7% |
| 5Y | -23.9% | +45.5% | -69.4% | -54.5% |
| All | +4.7% | +101.5% | -96.8% | -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