+9.5%
DVN vs JEPI
+30.1%
-20.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.5% |
| 7D | +4.5% | -1.0% | +5.5% | +5.8% |
| 30D | +12.0% | -1.4% | +13.4% | +13.9% |
| 3M | +13.4% | +3.5% | +9.8% | +7.7% |
| 6M | +12.1% | +1.9% | +10.2% | +8.3% |
| YTD | +38.8% | +4.4% | +34.4% | +28.7% |
| 1Y | +46.0% | +7.2% | +38.8% | +29.5% |
| 3Y | +9.5% | +29.8% | -20.3% | -22.6% |
| All | +9.5% | +30.1% | -20.6% | -22.6% |
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