-26.7%
DT vs JEPI
+39.8%
-66.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.4% |
| 7D | -2.5% | -2.0% | -0.5% | +0.5% |
| 30D | +3.5% | -2.0% | +5.6% | +6.7% |
| 3M | +26.7% | +3.8% | +22.9% | +19.8% |
| 6M | +36.1% | +0.8% | +35.3% | +33.8% |
| YTD | +18.6% | +3.7% | +14.9% | +11.3% |
| 1Y | +7.9% | +7.1% | +0.8% | -3.8% |
| 3Y | +8.6% | +29.4% | -20.8% | -29.2% |
| 5Y | -26.7% | +40.8% | -67.4% | -58.4% |
| All | -26.7% | +39.8% | -66.5% | -58.4% |
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