+164.6%
DOCN vs JEPI
+58.8%
+105.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.6% |
| 7D | +1.1% | -0.3% | +1.5% | +1.9% |
| 30D | -9.6% | +0.1% | -9.8% | -10.1% |
| 3M | -37.7% | +4.8% | -42.4% | -44.4% |
| 6M | +115.2% | +1.0% | +114.2% | +107.7% |
| YTD | +133.7% | +5.5% | +128.2% | +104.1% |
| 1Y | +250.2% | +9.2% | +240.9% | +181.6% |
| 3Y | +320.3% | +31.2% | +289.1% | +129.7% |
| 5Y | +53.1% | +41.4% | +11.7% | -27.5% |
| All | +164.6% | +58.8% | +105.8% | +37.2% |
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