+70.5%
DOCN vs JEPI
+57.6%
+12.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -19.2% | -2.0% | -17.2% | -14.9% |
| 30D | -43.1% | 0.0% | -43.0% | -42.6% |
| 3M | -40.7% | -0.8% | -39.9% | -39.5% |
| 6M | -55.0% | +3.2% | -58.2% | -58.4% |
| YTD | +50.6% | +4.7% | +46.0% | +34.6% |
| 1Y | +54.0% | +8.0% | +46.0% | +27.7% |
| 3Y | +203.9% | +32.3% | +171.6% | +62.7% |
| 5Y | -29.4% | +40.5% | -69.9% | -64.6% |
| All | +70.5% | +57.6% | +12.9% | -9.5% |
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