-16.8%
DXCM vs JEPI
+93.8%
-110.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.9% |
| 7D | -5.5% | -1.0% | -4.5% | -4.0% |
| 30D | -8.6% | -1.4% | -7.1% | -6.4% |
| 3M | +10.3% | +3.5% | +6.8% | +4.4% |
| 6M | +25.2% | +1.9% | +23.3% | +21.6% |
| YTD | +25.1% | +4.4% | +20.7% | +16.8% |
| 1Y | +9.2% | +7.2% | +2.1% | -2.3% |
| 3Y | -22.6% | +29.8% | -52.4% | -51.0% |
| 5Y | -39.5% | +41.7% | -81.3% | -66.7% |
| All | -16.8% | +93.8% | -110.6% | -76.5% |
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