-16.5%
DXCM vs JEPI
+100.7%
-117.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.6% |
| 7D | +4.9% | +2.7% | +2.2% | +0.4% |
| 30D | -0.2% | +2.5% | -2.7% | -4.1% |
| 3M | -8.9% | +1.9% | -10.9% | -11.8% |
| 6M | +42.3% | +7.7% | +34.5% | +26.1% |
| YTD | +25.6% | +8.2% | +17.4% | +10.7% |
| 1Y | +39.5% | +10.4% | +29.1% | +18.9% |
| 3Y | -15.3% | +36.5% | -51.8% | -50.7% |
| 5Y | -48.4% | +44.2% | -92.6% | -72.3% |
| All | -16.5% | +100.7% | -117.2% | -77.7% |
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 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