+203.9%
DOCN vs JEPI
+31.5%
+172.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -19.2% | -2.0% | -17.2% | -15.0% |
| 30D | -43.1% | 0.0% | -43.0% | -42.5% |
| 3M | -40.7% | -1.4% | -39.3% | -38.6% |
| 6M | -55.0% | +2.6% | -57.6% | -57.7% |
| YTD | +50.6% | +4.0% | +46.6% | +36.4% |
| 1Y | +54.0% | +7.3% | +46.6% | +29.0% |
| 3Y | +203.9% | +31.5% | +172.4% | +66.7% |
| All | +203.9% | +31.5% | +172.4% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling