-37.1%
DOCS vs JEPI
+52.6%
-89.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.6% |
| 7D | +2.6% | +2.7% | -0.2% | -1.9% |
| 30D | +11.4% | +2.5% | +8.9% | +7.1% |
| 3M | +25.4% | +1.9% | +23.4% | +21.7% |
| 6M | +42.5% | +7.7% | +34.8% | +26.2% |
| YTD | -24.7% | +8.2% | -32.9% | -34.6% |
| 1Y | -32.9% | +10.4% | -43.3% | -43.7% |
| 3Y | +39.6% | +36.5% | +3.1% | -19.0% |
| 5Y | -54.6% | +44.2% | -98.8% | -75.5% |
| All | -37.1% | +52.6% | -89.7% | -64.9% |
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