-39.3%
DXCM vs JEPI
+40.2%
-79.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | +0.2% |
| 7D | -6.5% | -1.1% | -5.3% | -4.7% |
| 30D | -4.3% | -1.3% | -3.0% | -2.3% |
| 3M | +7.3% | +3.3% | +3.9% | +2.0% |
| 6M | +22.0% | +1.0% | +21.0% | +20.4% |
| YTD | +26.4% | +4.2% | +22.1% | +18.6% |
| 1Y | +7.0% | +7.9% | -0.9% | -4.9% |
| 3Y | -19.6% | +30.0% | -49.6% | -48.5% |
| 5Y | -39.3% | +40.9% | -80.2% | -65.7% |
| All | -39.3% | +40.2% | -79.5% | -65.7% |
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