+11.8%
DOCS vs JEPI
+32.2%
-20.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.2% |
| 7D | -1.4% | -0.3% | -1.1% | -0.9% |
| 30D | +21.8% | +0.1% | +21.7% | +21.5% |
| 3M | +27.3% | +4.8% | +22.5% | +19.0% |
| 6M | -0.3% | +1.0% | -1.3% | -1.8% |
| YTD | -40.5% | +5.5% | -46.0% | -45.7% |
| 1Y | -61.5% | +9.2% | -70.8% | -66.9% |
| All | +11.8% | +32.2% | -20.4% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling