-37.0%
DOCS vs JEPI
+11.1%
-48.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.7% |
| 7D | -4.2% | -0.1% | -4.0% | -4.0% |
| 30D | +8.6% | +2.8% | +5.8% | +7.0% |
| 3M | +27.2% | +2.6% | +24.6% | +25.2% |
| 6M | +26.5% | +8.4% | +18.1% | +22.9% |
| YTD | -25.0% | +8.6% | -33.6% | -31.1% |
| 1Y | -37.0% | +10.4% | -47.4% | -45.3% |
| All | -37.0% | +11.1% | -48.1% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling