-12.0%
DXCM vs JEPI
+95.7%
-107.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.4% |
| 7D | -3.2% | -0.3% | -2.9% | -2.7% |
| 30D | +6.3% | +0.1% | +6.2% | +6.1% |
| 3M | +21.1% | +4.8% | +16.3% | +12.4% |
| 6M | +20.6% | +1.0% | +19.6% | +19.0% |
| YTD | +32.4% | +5.5% | +27.0% | +21.6% |
| 1Y | +8.8% | +9.2% | -0.4% | -5.6% |
| 3Y | -13.7% | +31.2% | -44.9% | -46.3% |
| 5Y | -35.2% | +41.4% | -76.5% | -64.1% |
| All | -12.0% | +95.7% | -107.7% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling