-54.2%
DOCS vs JEPI
+40.5%
-94.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -0.8% | -2.0% | +1.2% | +2.6% |
| 30D | +17.4% | 0.0% | +17.4% | +17.7% |
| 3M | +57.4% | -0.8% | +58.1% | +59.7% |
| 6M | +26.5% | +3.2% | +23.3% | +20.2% |
| YTD | -26.6% | +4.7% | -31.2% | -32.8% |
| 1Y | -48.1% | +8.0% | -56.0% | -55.0% |
| 3Y | +52.6% | +32.3% | +20.3% | -7.6% |
| All | -54.2% | +40.5% | -94.7% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling