-38.8%
DOCS vs JEPI
+50.9%
-89.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.6% |
| 7D | -0.6% | +0.6% | -1.1% | -1.4% |
| 30D | +6.3% | +1.6% | +4.7% | +3.8% |
| 3M | +26.5% | +1.3% | +25.2% | +24.0% |
| 6M | +24.8% | +6.5% | +18.3% | +12.7% |
| YTD | -26.8% | +6.9% | -33.7% | -35.3% |
| 1Y | -38.3% | +9.4% | -47.7% | -47.5% |
| 3Y | +36.0% | +35.0% | +1.1% | -19.6% |
| 5Y | -55.0% | +43.2% | -98.2% | -75.4% |
| All | -38.8% | +50.9% | -89.7% | -65.3% |
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