+103.1%
DOCN vs JEPI
+62.9%
+40.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.0% | -3.8% |
| 7D | +19.1% | +2.7% | +16.4% | +12.4% |
| 30D | -21.0% | +2.5% | -23.6% | -24.6% |
| 3M | -34.7% | +1.9% | -36.7% | -37.2% |
| 6M | -45.8% | +7.7% | -53.5% | -54.3% |
| YTD | +79.4% | +8.2% | +71.2% | +49.2% |
| 1Y | +91.0% | +10.4% | +80.6% | +51.2% |
| 3Y | +237.5% | +36.5% | +200.9% | +68.8% |
| 5Y | -30.4% | +44.2% | -74.6% | -67.4% |
| All | +103.1% | +62.9% | +40.2% | +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