+105.1%
DOCN vs JEPI
+63.6%
+41.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.0% | +8.6% | +7.4% |
| 7D | +3.7% | -0.1% | +3.9% | +5.4% |
| 30D | -33.7% | +2.8% | -36.5% | -37.1% |
| 3M | -27.9% | +2.6% | -30.5% | -31.6% |
| 6M | -46.4% | +8.4% | -54.8% | -55.5% |
| YTD | +81.1% | +8.6% | +72.5% | +49.2% |
| 1Y | +74.3% | +10.4% | +63.9% | +38.2% |
| 3Y | +245.8% | +37.1% | +208.7% | +71.3% |
| 5Y | -23.7% | +45.5% | -69.3% | -64.7% |
| All | +105.1% | +63.6% | +41.5% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling