+57.3%
DRAM vs JEPI
+8.6%
+48.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.2% |
| 7D | +18.0% | +2.9% | +15.0% | +13.4% |
| 30D | -17.4% | +2.6% | -19.9% | -16.2% |
| 3M | -20.3% | +2.2% | -22.6% | -19.9% |
| 6M | -14.9% | +7.6% | -22.5% | -15.1% |
| All | +57.3% | +8.6% | +48.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling