+41.7%
DT vs JEPI
+93.8%
-52.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.7% |
| 7D | -1.6% | -1.0% | -0.6% | -0.1% |
| 30D | +3.0% | -1.4% | +4.5% | +5.3% |
| 3M | +26.5% | +3.5% | +23.0% | +19.9% |
| 6M | +35.9% | +1.9% | +34.0% | +31.2% |
| YTD | +17.8% | +4.4% | +13.4% | +9.2% |
| 1Y | +4.1% | +7.2% | -3.1% | -7.5% |
| 3Y | +5.3% | +29.8% | -24.5% | -32.0% |
| 5Y | -27.2% | +41.7% | -68.9% | -58.9% |
| All | +41.7% | +93.8% | -52.1% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling