-38.0%
DOCS vs JEPI
+50.7%
-88.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -0.9% | -2.2% |
| 7D | 0.0% | +0.3% | -0.3% | -0.5% |
| 30D | +7.8% | +1.4% | +6.3% | +5.4% |
| 3M | +20.0% | +1.3% | +18.7% | +17.7% |
| 6M | +26.5% | +6.3% | +20.2% | +14.5% |
| YTD | -25.8% | +6.8% | -32.6% | -34.2% |
| 1Y | -39.5% | +9.8% | -49.3% | -48.8% |
| 3Y | +60.3% | +36.0% | +24.3% | -6.4% |
| 5Y | -57.0% | +43.4% | -100.4% | -76.5% |
| All | -38.0% | +50.7% | -88.7% | -64.7% |
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 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