+21.8%
DOW vs JEPI
+7.8%
+14.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | -1.4% | -1.0% | -0.4% | -0.9% |
| 30D | -3.9% | -1.4% | -2.5% | -3.3% |
| 3M | -12.7% | +3.5% | -16.2% | -15.1% |
| 6M | -13.7% | +1.9% | -15.6% | -13.4% |
| YTD | +28.4% | +4.4% | +24.0% | +18.5% |
| 1Y | +21.8% | +7.2% | +14.6% | +2.8% |
| All | +21.8% | +7.8% | +14.0% | +2.8% |
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