-34.4%
DOW vs JEPI
+29.2%
-63.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.6% |
| 7D | -2.4% | -2.0% | -0.3% | +0.8% |
| 30D | -4.1% | -2.0% | -2.1% | -1.1% |
| 3M | -12.4% | +3.8% | -16.2% | -18.0% |
| 6M | -10.6% | +0.8% | -11.5% | -12.9% |
| YTD | +31.1% | +3.7% | +27.4% | +21.4% |
| 1Y | +30.5% | +7.1% | +23.4% | +14.3% |
| All | -34.4% | +29.2% | -63.5% | -55.6% |
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