-24.3%
DOCN vs JEPI
+44.2%
-68.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +4.1% |
| 7D | +27.4% | +2.9% | +24.5% | +19.3% |
| 30D | -29.7% | +2.6% | -32.3% | -33.2% |
| 3M | -32.5% | +2.2% | -34.7% | -35.5% |
| 6M | -42.2% | +7.6% | -49.8% | -51.6% |
| YTD | +87.2% | +8.3% | +78.9% | +53.8% |
| 1Y | +86.2% | +9.7% | +76.5% | +48.1% |
| 3Y | +257.4% | +36.7% | +220.7% | +70.1% |
| All | -24.3% | +44.2% | -68.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling